Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("mgarchBEKK")

0.0.5 by Vehbi Sinan Tunalioglu, 2 years 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