gogarch
Generalized Orthogonal GARCH (GO-GARCH) Models
Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.7-6 |
rolling source/ R- | gogarch_0.7-6.tar.gz |
440.3 KiB |
0.7-6 |
rolling linux/jammy R-4.5 | gogarch_0.7-6.tar.gz |
759.6 KiB |
0.7-6 |
rolling linux/noble R-4.5 | gogarch_0.7-6.tar.gz |
760.0 KiB |
0.7-6 |
latest source/ R- | gogarch_0.7-6.tar.gz |
440.3 KiB |
0.7-6 |
latest linux/jammy R-4.5 | gogarch_0.7-6.tar.gz |
759.6 KiB |
0.7-6 |
latest linux/noble R-4.5 | gogarch_0.7-6.tar.gz |
760.0 KiB |
0.7-6 |
2026-04-23 source/ R- | gogarch_0.7-6.tar.gz |
440.3 KiB |
0.7-6 |
2026-04-09 windows/windows R-4.5 | gogarch_0.7-6.zip |
761.0 KiB |
0.7-5 |
2025-04-20 source/ R- | gogarch_0.7-5.tar.gz |
438.8 KiB |