r-mgarchbekk
Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.
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- Files 5
- Labels 1
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| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
|---|
linux-64/r-mgarchbekk-0.0.5-r43h76d94ec_0.tar.bz2 | conda | 0.0.5 | linux-64 | main | Jan 16, 2024, 09:26 PM | 97.98 KB | 39 | |
linux-64/r-mgarchbekk-0.0.2-r42h76d94ec_0.tar.bz2 | conda | 0.0.2 | linux-64 | main | Jun 27, 2022, 07:42 PM | 96.09 KB | 69 | |
win-64/r-mgarchbekk-0.0.2-r36hda5aaf8_0.tar.bz2 | conda | 0.0.2 | win-64 | main | Mar 11, 2020, 08:18 PM | 106.38 KB | 106 | |
osx-64/r-mgarchbekk-0.0.2-r36h46e59ec_0.tar.bz2 | conda | 0.0.2 | osx-64 | main | Mar 11, 2020, 08:15 PM | 95.22 KB | 29 | |
linux-64/r-mgarchbekk-0.0.2-r36h96ca727_0.tar.bz2 | conda | 0.0.2 | linux-64 | main | Mar 11, 2020, 08:11 PM | 96.72 KB | 71 |