lgarch

MaRDI QIDQ37328swMATHCRANFDO

Authors Genaro Sucarrat

Last update 15 September 2015

Copyright license GNU General Public License, version 2.0

Software version identifier 0.6-2

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

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

Cited in

(6)

• AS 154
• AutoSEARCH
• gets
• GEVStableGarch
• Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
• An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns

This page was built for software: lgarch