gogarch (version 0.7-5)

Generalized Orthogonal GARCH (GO-GARCH) Models

Description

Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.

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Install

install.packages('gogarch')

Monthly Downloads

302

Version

0.7-5

License

GPL (>= 2)

Maintainer

Last Published

April 29th, 2022

Functions in gogarch (0.7-5)