gogarch: Generalized Orthogonal GARCH (GO-GARCH) models

Implementation of the GO-GARCH model class

Version: 0.7-2
Depends: R (≥ 2.10.0), methods, stats, graphics, fGarch, fastICA
Published: 2012-07-28
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
In views: Finance
CRAN checks: gogarch results


Reference manual: gogarch.pdf
Package source: gogarch_0.7-2.tar.gz
Windows binaries: r-devel: gogarch_0.7-2.zip, r-release: gogarch_0.7-2.zip, r-oldrel: gogarch_0.7-2.zip
OS X binaries: r-release: gogarch_0.7-2.tgz, r-oldrel: gogarch_0.7-2.tgz
Old sources: gogarch archive


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