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gogarch  

Generalized Orthogonal GARCH (GO-GARCH) Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("gogarch", "0.7-5")



Attach the package and use:
library("gogarch")
Maintained by
Bernhard Pfaff
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2009-02-12
Latest Update: 2022-04-29
Description:
Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.
How to cite:
Bernhard Pfaff (2009). gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models. R package version 0.7-5, https://cran.r-project.org/web/packages/gogarch. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.6-6 (2009-02-12 17:42), 0.6-7 (2009-02-24 21:23), 0.6-8 (2009-03-09 10:14), 0.6-9 (2009-05-04 12:18), 0.7-0 (2011-03-24 17:56), 0.7-1 (2012-01-06 14:59), 0.7-2 (2012-07-28 15:54), 0.7-5 (2022-04-29 18:00)
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Complete documentation for gogarch
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