CRAN

gogarch 0.7-2

Generalized Orthogonal GARCH (GO-GARCH) models

Released Jul 28, 2012 by Bernhard Pfaff

This package cannot yet be used with Renjin it depends on other packages which are not available: fGarch 3042.83

Dependencies

fGarch 3042.83 fastICA 1.2-1

Implementation of the GO-GARCH model class

Source

R

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Release History