R-ccgarch - Conditional Correlation GARCH models
| Website: | http://cran.at.r-project.org/web/packages/ccgarch/index.html |
|---|---|
| License: | GPL (>= 2) |
- Description:
Functions for estimating and simulating the family of the CC-GARCH models.
Packages
| R-ccgarch-0.2.0-1.fc12.x86_64 [141 KiB] |
Changelog
by pingou (2010-03-25):
- initial package for Fedora |