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gogarch - MaRDI portal

gogarch (Q110006)

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Generalized Orthogonal GARCH (GO-GARCH) Models
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English
gogarch
Generalized Orthogonal GARCH (GO-GARCH) Models

    Statements

    instance of
    R package
    0 references
    last update
    29 April 2022
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    software version identifier
    0.7-5
    publication date
    29 April 2022
    0 references
    author
    Bernhard Pfaff
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    depends on software
    methods
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    stats
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    graphics
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    R
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    fGarch
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    fastICA
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    programmed in
    R
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    Identifiers

    CRAN project
    gogarch
    0 references
     
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