Functions for estimating and simulating the family of the CC-GARCH models.
| Version: | 0.1.1 |
| Depends: | R (≥ 2.6.1) |
| Date: | 2008-10-27 |
| Author: | Tomoaki Nakatani |
| Maintainer: | Tomoaki Nakatani <naktom2 at gmail.com> |
| License: | GPL (≥2) |
| In views: | Finance |
| CRAN checks: | ccgarch results |
Downloads:
| Package source: | ccgarch_0.1.1.tar.gz |
| MacOS X binary: | ccgarch_0.1.1.tgz |
| Windows binary: | ccgarch_0.1.1.zip |
| Reference manual: | ccgarch.pdf |
| Old sources: | ccgarch archive |