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ccgarch (version 0.1.3)

Conditional Correlation GARCH models

Description

Functions for estimating and simulating the family of the CC-GARCH models.

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Install

install.packages('ccgarch')

Monthly Downloads

158

Version

0.1.3

License

GPL (>= 2)

Last Published

May 4th, 2009

Functions in ccgarch (0.1.3)