rmgarch (1.3-0)

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Multivariate GARCH Models.

http://www.unstarched.net
https://bitbucket.org/alexiosg
http://cran.r-project.org/web/packages/rmgarch

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos <alexios@4dscape.com>

License: GPL-3

Uses: Bessel, ff, MASS, Matrix, pcaPP, Rcpp, Rsolnp, rugarch, shape, spd, xts, zoo
Reverse suggests: covmat

Released over 1 year ago.


5 previous versions

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