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北海道大学農經論叢 = The Review of the Society of Agricultural Economics >
第65集 >
データ解析環境Rにおける多変量GARCHモデルの取り扱いについて : ccgarchパッケージの利用
Title: | データ解析環境Rにおける多変量GARCHモデルの取り扱いについて : ccgarchパッケージの利用 |
Other Titles: | Handling Multivariate GARCH Models in the Statistical Environment R through the ccgarch Package |
Authors: | 中谷, 朋昭1 Browse this author |
Authors(alt): | Nakatani, Tomoaki1 |
Issue Date: | 31-Mar-2010 |
Publisher: | 北海道大学大学院農学研究院 |
Journal Title: | 北海道大学農經論叢 |
Journal Title(alt): | The Nokei Ronso : The Review of Agricultural Economics Hokkaido University |
Volume: | 65 |
Start Page: | 61 |
End Page: | 68 |
Abstract: | This short note provides descriptions about basic usage of the add-on package ccgarch for the free statistical environment R. The package is intended for handling multivariate GARCH models in R. The target audiences of this note are the R users in Japan. |
Type: | bulletin (article) |
URI: | http://hdl.handle.net/2115/42903 |
Appears in Collections: | 北海道大学農經論叢 = The Review of the Society of Agricultural Economics > 第65集
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