Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
rmgarch
mGARCHfilter-class
mGARCHfilter-class function
Class: Multivariate GARCH Filter Class
Copy
rmgarch package
Read PDF manual
Maintainer: Alexios Galanos
License: GPL-3
Last published: 2025-08-31
https://github.com/alexiosg/rmgarch