mgarchBEKK

MaRDI QIDQ55475swMATHCRANFDO

Authors Vehbi Sinan Tunalioglu, Harald Schmidbauer, Angi Roesch

Last update 6 December 2022

Copyright license GNU General Public License, version 3.0

Software version identifier 0.0.5

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

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

Cited in

(5)

• RATS
• VIRF
• GAS
• rmgarch
• BEKKs

This page was built for software: mgarchBEKK