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Last data update: 2014.03.03
Data Source
R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 4 of 4 found.
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Provides a procedure to simulate BEKK processes.
● Data Source:
CranContrib
● Keywords:
● Alias: simulateBEKK
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0 images
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mGJR
(Package: mgarchBEKK) :
Bivariate GJR Estimation
Provides bivariate GJR (mGJR(p,q,g)) estimation procedure.
● Data Source:
CranContrib
● Keywords:
● Alias: mGJR
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0 images
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diagnoseBEKK
(Package: mgarchBEKK) :
Diagnose BEKK process estimation
Provides diagnostics for a BEKK process estimation.
● Data Source:
CranContrib
● Keywords:
● Alias: diagnoseBEKK
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0 images
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BEKK
(Package: mgarchBEKK) :
Estimate MGARCH-BEKK processes
Provides the MGARCH-BEKK estimation procedure.
● Data Source:
CranContrib
● Keywords:
● Alias: BEKK
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0 images
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