ccgarch

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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)

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

This page was built for software: ccgarch