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BEKKs  

Multivariate Conditional Volatility Modelling and Forecasting
View on CRAN: Click here


Download and install BEKKs package within the R console
Install from CRAN:
install.packages("BEKKs")

Install from Github:
library("remotes")
install_github("cran/BEKKs")

Install by package version:
library("remotes")
install_version("BEKKs", "1.4.6")



Attach the package and use:
library("BEKKs")
Maintained by
Markus J. Fülle
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-20
Latest Update: 2024-11-25
Description:
Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt
How to cite:
Markus J. Fülle (2022). BEKKs: Multivariate Conditional Volatility Modelling and Forecasting. R package version 1.4.6, https://cran.r-project.org/web/packages/BEKKs. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0.0 (2022-01-20 20:12), 1.0.1 (2022-02-01 17:00), 1.1.0 (2022-03-19 01:20), 1.2.0 (2022-05-02 20:02), 1.2.1 (2022-05-10 19:20), 1.3.0 (2022-06-12 20:10), 1.3.1 (2022-10-03 16:50), 1.4.0 (2022-11-08 21:40), 1.4.1 (2022-12-18 17:40), 1.4.2 (2023-03-20 19:30), 1.4.3 (2023-03-26 13:00), 1.4.4 (2024-01-14 16:50), 1.4.5 (2024-11-25 09:50)
Other packages that cited BEKKs R package
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Complete documentation for BEKKs
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