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rmgarch

swMATH ID: 26851
Software Authors: Alexios Ghalanos
Description: R package rmgarch: Multivariate GARCH Models. Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Homepage: https://cran.r-project.org/web/packages/rmgarch/index.html
Source Code: https://github.com/cran/rmgarch
Dependencies: R
Related Software: R; Rugarch; Rcpp; zoo; RcppArmadillo; gogarch; stochvol; CRAN; CopulaModel; rvinecopulib; vars; QRM; gdpc; MTS; CRAN Task Views; JADE; imputeTS; UCI-ml; tuneR; ICtest
Cited in: 11 Publications

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