rmgarch (1.3-7)

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. See Boudt, Galanos, Payseur and Zivot (2019) for a review of multivariate GARCH models .

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

License: GPL-3

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

Released 3 months ago.