mgarchBEKK - Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.
Last updated 2 years ago
4.58 score 15 stars 1 dependents 17 scripts 388 downloadsrkvo - Read Key/Value Pair Observations
This package provides functionality to read files containing observations which consist of arbitrary key/value pairs.
Last updated 11 years ago
cpp
2.70 score 2 scripts 102 downloads