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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