ccgarch: Conditional Correlation GARCH models

Functions for estimating and simulating the family of the CC-GARCH models.

Version: 0.2.3
Depends: R (≥ 2.15.2)
Published: 2014-03-24
Author: Tomoaki Nakatani
Maintainer: Tomoaki Nakatani <naktom2 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: ccgarch citation info
Materials: ChangeLog
In views: Finance
CRAN checks: ccgarch results


Reference manual: ccgarch.pdf
Package source: ccgarch_0.2.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: ccgarch_0.2.3.tgz, r-oldrel: ccgarch_0.2.3.tgz
Old sources: ccgarch archive


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