rmgarch (Q38574)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Multivariate GARCH Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | rmgarch |
Multivariate GARCH Models |
Statements
13 September 2026
0 references
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
0 references
Identifiers
0 references
