Reference manual

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install.packages("mgarchBEKK")

0.0.5 by Vehbi Sinan Tunalioglu, 2 months ago


https://github.com/vst/mgarchBEKK/


Browse source code at https://github.com/cran/mgarchBEKK


Authors: Harald Schmidbauer [aut] , Angi Roesch [aut] , Vehbi Sinan Tunalioglu [cre, aut]


Documentation:   PDF Manual  


GPL-3 license


Depends on tseries, mvtnorm

Suggests testthat, devtools, roxygen2


Imported by VIRF.


See at CRAN