dccmidas

cranv0.1.2

DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models

License GPL-3strong copyleft0 versions1 maintainers9 deps85 weekly dl
https://CRAN.R-project.org/package=dccmidas
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maxLikrumidasrugarchrollxtsRdpackzoostatsutils
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First published · 2024-02-21 15:03:26

Last updated · 2024-02-21T13:10:02+00:00