Generalized Orthogonal GARCH (GO-GARCH) models

Implementation of the GO-GARCH model class


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("gogarch")

0.7-2 by Bernhard Pfaff, 7 years ago


Browse source code at https://github.com/cran/gogarch


Authors: Bernhard Pfaff [aut, cre]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL (>= 2) license


Depends on methods, stats, graphics, fGarch, fastICA


See at CRAN