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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.
| Version: | 0.7-5 |
| Depends: | R (≥ 2.10.0), methods, stats, graphics, fGarch, fastICA |
| Published: | 2022-04-29 |
| Author: | Bernhard Pfaff [aut, cre] |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | Finance |
| CRAN checks: | gogarch results |
| Reference manual: | gogarch.pdf |
| Package source: | gogarch_0.7-5.tar.gz |
| Windows binaries: | r-devel: gogarch_0.7-5.zip, r-release: gogarch_0.7-5.zip, r-oldrel: gogarch_0.7-5.zip |
| macOS binaries: | r-release (arm64): gogarch_0.7-5.tgz, r-oldrel (arm64): gogarch_0.7-5.tgz, r-release (x86_64): gogarch_0.7-5.tgz, r-oldrel (x86_64): gogarch_0.7-5.tgz |
| Old sources: | gogarch archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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