ccgarch: Conditional Correlation GARCH models

Functions for estimating and simulating the family of the CC-GARCH models.

Version: 0.2.3
Depends: R (≥ 2.15.2)
Published: 2014-03-24
Author: Tomoaki Nakatani
Maintainer: Tomoaki Nakatani <naktom2 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: ccgarch citation info
Materials: ChangeLog
In views: Finance
CRAN checks: ccgarch results

Downloads:

Reference manual: ccgarch.pdf
Package source: ccgarch_0.2.3.tar.gz
MacOS X binary: ccgarch_0.2.3.tgz
Windows binary: ccgarch_0.2.3.zip
Old sources: ccgarch archive