北海道大学農經論叢 = The Review of the Society of Agricultural Economics;第65集

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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

中谷, 朋昭

Permalink : http://hdl.handle.net/2115/42903

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.

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