rmgarch
Multivariate GARCH Models
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.4-2 |
2026-04-09 windows/windows R-4.5 | rmgarch_1.4-2.zip |
2.9 MiB |
Multivariate GARCH Models
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
| Version | Repository | File | Size |
|---|---|---|---|
1.4-2 |
2026-04-09 windows/windows R-4.5 | rmgarch_1.4-2.zip |
2.9 MiB |