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alexiosg
rmgarch:Multivariate GARCH Models
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Maintained by Alexios Galanos. Last updated 3 months ago.
14 stars 8.51 score 294 scripts 2 dependents
cran
gendist:Generated Probability Distribution Models
Computes the probability density function (pdf), cumulative distribution function (cdf), quantile function (qf) and generates random values (rg) for the following general models : mixture models, composite models, folded models, skewed symmetric models and arc tan models.
Maintained by Shaiful Anuar Abu Bakar. Last updated 6 years ago.
1.90 score