mgarchBEKK (0.0.2)

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Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes.

https://github.com/vst/mgarchBEKK/
http://cran.r-project.org/web/packages/mgarchBEKK

Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.

Maintainer: Vehbi Sinan Tunalioglu
Author(s): Harald Schmidbauer [aut], Angi Roesch [aut], Vehbi Sinan Tunalioglu [cre, aut]

License: GPL-3

Uses: mvtnorm, tseries, testthat, devtools, roxygen2

Released over 1 year ago.


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