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 gmail.com> |
| 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: ccgarch_0.2.3.zip, r-release: ccgarch_0.2.3.zip, r-oldrel: ccgarch_0.2.3.zip |
| OS X binaries: | r-release: ccgarch_0.2.3.tgz, r-oldrel: ccgarch_0.2.3.tgz |
| Old sources: | ccgarch archive |
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