Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR)
Processes
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Documentation for package ‘mgarchBEKK’ version 0.0.5
Help Pages
| BEKK | Estimate MGARCH-BEKK processes |
| diagnoseBEKK | Diagnose BEKK process estimation |
| mGJR | Bivariate GJR Estimation |
| simulateBEKK | Simulate BEKK processes |