lgarch
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Software:37328
swMATH25590CRANlgarchMaRDI QIDQ37328
Simulation and Estimation of Log-GARCH Models
Last update: 15 September 2015
Copyright license: GNU General Public License, version 2.0
Software version identifier: 0.6-2
Source code repository: https://github.com/cran/lgarch
Related Items (2)
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns ⋮ Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
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