MGARCH is a software library for R-Project to simulate and estimate various MGARCH processes. This project also provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.

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Additional Project Details

Languages

English

Intended Audience

Advanced End Users, Developers, Education, End Users/Desktop, Financial and Insurance Industry, Science/Research

User Interface

Command-line

Programming Language

C, S/R

Registered

2009-07-04