ccgarch

swMATH22299MaRDI QIDQ34092FDOQ34092

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Official website: https://cran.r-project.org/web/packages/ccgarch/index.html

Source code repository: https://github.com/cran/ccgarch

Cited In (3)

• Multivariate GARCH models for large-scale applications: a survey
• MFE toolbox
• Wild bootstrap tests for autocorrelation in vector autoregressive models

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