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r_test / packages / r-mgarchbekk

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

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Type	Size	Name	Uploaded	Downloads	Labels
conda	106.4 kB	\| win-64/r-mgarchbekk-0.0.2-r36hda5aaf8_0.tar.bz2	5 years and 4 months ago	2	main
conda	95.2 kB	\| osx-64/r-mgarchbekk-0.0.2-r36h46e59ec_0.tar.bz2	5 years and 4 months ago	2	main
conda	96.7 kB	\| linux-64/r-mgarchbekk-0.0.2-r36h96ca727_0.tar.bz2	5 years and 4 months ago	2	main