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spGARCH - MaRDI portal

spGARCH (Q38654)

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Spatial ARCH and GARCH Models (spGARCH)
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English
spGARCH
Spatial ARCH and GARCH Models (spGARCH)

    Statements

    swMATH work ID
    26932
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    instance of
    R package
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    last update
    2 September 2020
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    software version identifier
    0.2.2
    publication date
    2 September 2020
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    author
    Philipp Otto
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    imports
    stats
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    methods
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    Rcpp
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    truncnorm
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    Rsolnp
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    spdep
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    Matrix
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    nleqslv
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    CRAN project
    spGARCH
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    programmed in
    R
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    depends on software
    R
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