Files | Anaconda.org

r / packages / r-mgarchbekk

0

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

Filters

Type	Size	Name	Uploaded	Downloads	Labels
conda	98.0 kB	\| linux-64/r-mgarchbekk-0.0.5-r43h76d94ec_0.tar.bz2	1 year and 1 month ago	24	main
conda	96.1 kB	\| linux-64/r-mgarchbekk-0.0.2-r42h76d94ec_0.tar.bz2	2 years and 7 months ago	53	main
conda	106.4 kB	\| win-64/r-mgarchbekk-0.0.2-r36hda5aaf8_0.tar.bz2	4 years and 11 months ago	97	main
conda	95.2 kB	\| osx-64/r-mgarchbekk-0.0.2-r36h46e59ec_0.tar.bz2	4 years and 11 months ago	18	main
conda	96.7 kB	\| linux-64/r-mgarchbekk-0.0.2-r36h96ca727_0.tar.bz2	4 years and 11 months ago	56	main