gogarch: Generalized Orthogonal GARCH (GO-GARCH) models

Implementation of the GO-GARCH model class

Version: 0.7-1
Depends: R (≥ 2.10.0), methods, stats, graphics, fGarch, fastICA
Published: 2012-01-06
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL (≥ 2)
In views: Finance, TimeSeries
CRAN checks: gogarch results

Downloads:

Package source: gogarch_0.7-1.tar.gz
MacOS X binary: gogarch_0.7-1.tgz
Windows binary: gogarch_0.7-1.zip
Reference manual: gogarch.pdf
News/ChangeLog:ChangeLog
Old sources: gogarch archive
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