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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
4.78 score 16 stars 1 dependents 25 scripts 312 downloadsrkvo - Read Key/Value Pair Observations
This package provides functionality to read files containing observations which consist of arbitrary key/value pairs.
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cpp
2.70 score 2 scripts 164 downloads