Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
lgarch
mlgarch
mlgarch function
Estimate a multivariate CCC-log-GARCH(1,1) model
Copy
lgarch package
Read PDF manual
Maintainer: Genaro Sucarrat
License: GPL-2
Last published: 2015-09-15
http://www.sucarrat.net/