ccgarch (0.2.3)

1 user

Conditional Correlation GARCH models.

http://cran.r-project.org/web/packages/ccgarch

Functions for estimating and simulating the family of the CC-GARCH models.

Maintainer: Tomoaki Nakatani
Author(s): Tomoaki Nakatani <naktom2@gmail.com>

License: GPL (>= 2)

Uses: Does not use any package

Released over 5 years ago.


8 previous versions

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  4.0/5 (1 vote)

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