rmgarch (Q38574)

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Multivariate GARCH Models
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rmgarch
Multivariate GARCH Models

    Statements

    swMATH work ID
    26851
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    instance of
    R package
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    last update
    5 February 2022
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    software version identifier
    1.3-9
    publication date
    5 February 2022
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    author
    Alexios Galanos
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    depends on software
    methods
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    rugarch
    software version identifier
    ≥ 1.4-7
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    parallel
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    R
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    imports
    MASS
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    shape
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    utils
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    graphics
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    stats
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    Rsolnp
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    Matrix
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    zoo
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    xts
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    Bessel
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    ff
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    pcaPP
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    spd
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    Rcpp
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    grDevices
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    corpcor
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    CRAN project
    rmgarch
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    programmed in
    R
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