gogarch (0.7-2)

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Generalized Orthogonal GARCH (GO-GARCH) models.


Implementation of the GO-GARCH model class

Maintainer: Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre]

License: GPL (>= 2)

Uses: fastICA, fGarch

Released over 7 years ago.

3 previous versions



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