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rmgarch  

Multivariate GARCH Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rmgarch", "1.3-9")



Attach the package and use:
library("rmgarch")
Maintained by
Alexios Galanos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-04-10
Latest Update: 2022-02-05
Description:
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
How to cite:
Alexios Galanos (2013). rmgarch: Multivariate GARCH Models. R package version 1.3-9, https://cran.r-project.org/web/packages/rmgarch. Accessed 06 Nov. 2024.
Previous versions and publish date:
1.2-0 (2013-04-10 08:55), 1.2-5 (2014-01-24 18:46), 1.2-6 (2014-01-25 07:04), 1.2-8 (2014-06-30 18:55), 1.2-9 (2015-07-03 01:15), 1.3-0 (2015-12-28 08:51), 1.3-5 (2018-10-09 06:40), 1.3-6 (2019-01-15 06:40), 1.3-7 (2019-09-13 12:40)
Other packages that cited rmgarch R package
View rmgarch citation profile
Other R packages that rmgarch depends, imports, suggests or enhances
Complete documentation for rmgarch
Functions, R codes and Examples using the rmgarch R package
Some associated functions: DCCfilter-class . DCCfit-class . DCCforecast-class . DCCroll-class . DCCsim-class . DCCspec-class . DCCtest . cGARCHfilter-class . cGARCHfit-class . cGARCHsim-class . cGARCHspec-class . cgarchfilter-methods . cgarchfit-methods . cgarchsim-methods . cgarchspec-methods . cordist . dccfilter-methods . dccfit-methods . dccforecast-methods . dccroll-methods . dccsim-methods . dccspec-methods . dji30retw . fMoments-class . fScenario-class . fastica . fmoments-methods . fscenario-methods . goGARCHfft-class . goGARCHfilter-class . goGARCHfit-class . goGARCHforecast-class . goGARCHroll-class . goGARCHsim-class . goGARCHspec-class . gogarchfilter-methods . gogarchfit-methods . gogarchforecast-methods . gogarchroll-methods . gogarchsim-methods . gogarchspec-methods . goload-methods . last-methods . mGARCHfilter-class . mGARCHfit-class . mGARCHforecast-class . mGARCHroll-class . mGARCHsim-class . mGARCHspec-class . radical . rmgarch-package . varxfit . wmargin . 
Some associated R codes: copula-classes.R . copula-distributions.R . copula-fn.R . copula-likelihoods.R . copula-main.R . copula-methods.R . copula-postestimation.R . copula-solver.R . copula-transformations.R . fdcc-likelihoods.R . fdcc-main.R . gogarch-classes.R . gogarch-distributions.R . gogarch-main.R . gogarch-methods.R . rdcc-classes.R . rdcc-likelihoods.R . rdcc-main.R . rdcc-mdistributions.R . rdcc-methods.R . rdcc-plots.R . rdcc-postestimation.R . rdcc-solver.R . rmgarch-classes.R . rmgarch-extrafun.R . rmgarch-functions.R . rmgarch-ica.R . rmgarch-mmean.R . rmgarch-scenario.R . rmgarch-series.R . rmgarch-tests.R . rmgarch-var.R . zzz.R .  Full rmgarch package functions and examples
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