Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Version: 1.3-9 Depends: R (≥ 3.0.2), methods, rugarch (≥ 1.4-7), parallel Imports: Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd, Rcpp, utils, graphics, stats, grDevices, corpcor LinkingTo: Rcpp (≥ 0.10.6), RcppArmadillo (≥ 0.2.34) Published: 2022-02-05 DOI: 10.32614/CRAN.package.rmgarch Author: Alexios Galanos Maintainer: Alexios Galanos <alexios at 4dscape.com> License: GPL-3 Copyright: see file COPYRIGHTS URL: http://www.unstarched.net, https://github.com/alexiosg/rmgarch NeedsCompilation: yes Citation: rmgarch citation info Materials: README ChangeLog In views: Finance CRAN checks: rmgarch results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=rmgarch to link to this page.
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