mgarchBEKK
cranv0.0.5Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes. Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.
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curl https://depscope.dev/api/check/cran/mgarchBEKKFirst published · 2022-12-06 09:20:44
Last updated · 2022-12-06T06:50:02+00:00