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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

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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)
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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