Package: mgarchBEKK
Title: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR)
        Processes
Version: 0.0.5.9000
Authors@R: c(
    person("Harald", "Schmidbauer", email="harald@hs-stat.com", role=c("aut")),
    person("Angi", "Roesch", email="angi@angi-stat.com", role=c("aut")),
    person("Vehbi Sinan", "Tunalioglu", email="vst@vsthost.com", role=c("cre", "aut")))
Description: Procedures to simulate, estimate and diagnose MGARCH
        processes of BEKK and multivariate GJR (bivariate asymmetric
        GARCH model) specification.
Depends: R (>= 3.2.3), tseries, mvtnorm
Suggests: testthat, devtools, roxygen2
License: GPL-3
Encoding: UTF-8
URL: https://github.com/vst/mgarchBEKK/
RoxygenNote: 7.2.1
Config/pak/sysreqs: libssl-dev
Repository: https://vst.r-universe.dev
Date/Publication: 2022-12-06 07:21:20 UTC
RemoteUrl: https://github.com/vst/mgarchbekk
RemoteRef: HEAD
RemoteSha: dc18de62fd4de2fb5fb0d38659fce632977f3b6a
NeedsCompilation: yes
Packaged: 2026-10-04 07:38:26 UTC; root
Author: Harald Schmidbauer [aut],
  Angi Roesch [aut],
  Vehbi Sinan Tunalioglu [cre, aut]
Maintainer: Vehbi Sinan Tunalioglu <vst@vsthost.com>