An R Package for Building Multivariate GARCH

Directory: Mathimatics-Numerical algorithms
Plat: R language
Size: 154KB
Downloads: 0
Upload time: 2020-01-09 21:44:55
Uploader: 世界归于自己
Description:   CCC-GARCH, DCC-GARCH, STCC-GARCH analysis for time series data

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An R Package for Building Multivariate GARCH.pdf, 175857 , 2019-12-28

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