gogarch: Generalized Orthogonal GARCH (GO-GARCH) models

Implementation of the GO-GARCH model class

Version: 0.7-2
Depends: R (≥ 2.10.0), methods, stats, graphics, fGarch, fastICA
Published: 2012-07-28
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
In views: Finance, TimeSeries
CRAN checks: gogarch results

Downloads:

Reference manual: gogarch.pdf
Package source: gogarch_0.7-2.tar.gz
OS X binary: gogarch_0.7-2.tgz
Windows binary: gogarch_0.7-2.zip
Old sources: gogarch archive