gogarch: Generalized Orthogonal GARCH (GO-GARCH) models
Implementation of the GO-GARCH model class
Version: |
0.7-2 |
Depends: |
R (≥ 2.10.0), methods, stats, graphics, fGarch, fastICA |
Published: |
2012-07-28 |
Author: |
Bernhard Pfaff [aut, cre] |
Maintainer: |
Bernhard Pfaff <bernhard at pfaffikus.de> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
Materials: |
ChangeLog |
In views: |
Finance |
CRAN checks: |
gogarch results |
Documentation:
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