Reference manual

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1.4-8 by Alexios Galanos, 2 months ago,

Browse source code at

Authors: Alexios Galanos [aut, cre] , Tobias Kley [ctb]

Documentation:   PDF Manual  

GPL-3 license

Imports Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, stats, grDevices, utils

Depends on methods, parallel

Linking to Rcpp, RcppArmadillo

Imported by SBAGM, WaveletGARCH, dccmidas, portvine, qrmtools, quarks, ufRisk.

Depended on by iClick, rmgarch.

Suggested by AER, JFE, RTL, copula, highfrequency, tsDyn, xdcclarge, zenplots.

See at CRAN