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 |
rolling linux/jammy R-4.5 | rmgarch_1.4-2.tar.gz |
2.5 MiB |
1.4-2 |
rolling linux/noble R-4.5 | rmgarch_1.4-2.tar.gz |
2.5 MiB |
1.4-2 |
rolling source/ R- | rmgarch_1.4-2.tar.gz |
706.1 KiB |
1.4-2 |
latest linux/jammy R-4.5 | rmgarch_1.4-2.tar.gz |
2.5 MiB |
1.4-2 |
latest linux/noble R-4.5 | rmgarch_1.4-2.tar.gz |
2.5 MiB |
1.4-2 |
latest source/ R- | rmgarch_1.4-2.tar.gz |
706.1 KiB |
1.4-2 |
2026-04-26 source/ R- | rmgarch_1.4-2.tar.gz |
706.1 KiB |
1.4-2 |
2026-04-23 source/ R- | rmgarch_1.4-2.tar.gz |
706.1 KiB |
1.4-2 |
2026-04-09 windows/windows R-4.5 | rmgarch_1.4-2.zip |
2.9 MiB |
1.3-9 |
2025-04-20 source/ R- | rmgarch_1.3-9.tar.gz |
936.0 KiB |