mgarchBEKK
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
v0.0.5
·
Dec 5, 2022
·
GPL-3
Description
Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.
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| r-release-windows-x86_64 | OK |
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0.0.5
Mar 9, 2026