swMATH39775CRANmgarchBEKKMaRDI QIDQ55475FDOQ55475
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Angi Roesch, Vehbi Sinan Tunalioglu, Harald Schmidbauer
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
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This page was built for software: mgarchBEKK
