gogarch (Q110006)

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Generalized Orthogonal GARCH (GO-GARCH) Models
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gogarch
Generalized Orthogonal GARCH (GO-GARCH) Models

    Statements

    instance of
    R package
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    programmed in
    R
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    last update
    29 April 2022
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    software version identifier
    0.7-5
    publication date
    29 April 2022
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    author
    Bernhard Pfaff
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    depends on software
    R
    software version identifier
    ≥ 2.10.0
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    methods
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    stats
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    graphics
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    fGarch
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    fastICA
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    CRAN project
    gogarch
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