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mgarchBEKK - MaRDI portal

mgarchBEKK (Q55475)

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Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
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English
mgarchBEKK
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes

    Statements

    instance of
    R package
    0 references
    last update
    6 December 2022
    0 references
    software version identifier
    0.0.5
    publication date
    6 December 2022
    0 references
    author
    Harald Schmidbauer
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    Angi Roesch
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    Vehbi Sinan Tunalioglu
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    programmed in
    R
    0 references
    depends on software
    R
    0 references
    tseries
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    mvtnorm
    0 references

    Identifiers

    swMATH work ID
    39775
    0 references
    CRAN project
    mgarchBEKK
    0 references
     
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