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 3
- Labels 1
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| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
|---|
win-64/r-mgarchbekk-0.0.2-r36hda5aaf8_0.tar.bz2 | conda | 0.0.2 | win-64 | main | Dec 13, 2019, 08:42 PM | 106.38 KB | 2 | |
osx-64/r-mgarchbekk-0.0.2-r36h46e59ec_0.tar.bz2 | conda | 0.0.2 | osx-64 | main | Dec 13, 2019, 08:37 PM | 95.22 KB | 2 | |
linux-64/r-mgarchbekk-0.0.2-r36h96ca727_0.tar.bz2 | conda | 0.0.2 | linux-64 | main | Dec 13, 2019, 08:31 PM | 96.72 KB | 2 |