r-rmgarch

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

Versions

To install this package, run one of the following:

$conda install f30a78ec8::r-rmgarch

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Downloads (Last 6 months): 0

Summary

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

Last Updated

Dec 30, 2019 at 19:54

License

GPL-3

Total Downloads

Supported Platforms

linux-64

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