Implementation of the GO-GARCH model class
| Version: | 0.6-9 |
| Depends: | R (≥ 2.7.0), methods, stats, graphics, fGarch, fastICA |
| Suggests: | vars |
| Published: | 2009-05-04 |
| Author: | Bernhard Pfaff |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL (≥ 2) |
| In views: | Finance, TimeSeries |
| CRAN checks: | gogarch results |
| Package source: | gogarch_0.6-9.tar.gz |
| MacOS X binary: | gogarch_0.6-9.tgz |
| Windows binary: | gogarch_0.6-9.zip |
| Reference manual: | gogarch.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | gogarch archive |