Package: gogarch
Version: 0.7-5
Date: 2022-04-27
Type: Package
Title: Generalized Orthogonal GARCH (GO-GARCH) Models
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.
Authors@R: person("Bernhard", "Pfaff",
   email = "bernhard@pfaffikus.de", role = c("aut", "cre"))
Depends: R (>= 2.10.0), methods, stats, graphics, fGarch, fastICA
License: GPL (>= 2)
LazyLoad: yes
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: CRAN
Repository/R-Forge/Project: gogarch
Repository/R-Forge/Revision: 61
Repository/R-Forge/DateTimeStamp: 2022-04-27 18:46:09
Date/Publication: 2022-04-29 16:00:02 UTC
NeedsCompilation: no
Packaged: 2022-04-27 18:53:22 UTC; rforge
Built: R 4.2.0; ; 2023-07-11 00:00:48 UTC; unix
