Functions for estimating and simulating the family of the CC-GARCH models.
| Version: | 0.2.0 |
| Depends: | R (≥ 2.6.1) |
| Published: | 2010-03-23 |
| Author: | Tomoaki Nakatani |
| Maintainer: | Tomoaki Nakatani <naktom2 at gmail.com> |
| License: | GPL (≥ 2) |
| Citation: | ccgarch citation info |
| In views: | Finance |
| CRAN checks: | ccgarch results |
| Package source: | ccgarch_0.2.0.tar.gz |
| MacOS X binary: | ccgarch_0.2.0.tgz |
| Windows binary: | ccgarch_0.2.0.zip |
| Reference manual: | ccgarch.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | ccgarch archive |