_            _    _        _         _
      /\ \         /\ \ /\ \     /\_\      / /\
      \_\ \       /  \ \\ \ \   / / /     / /  \
      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
 / / /      / / /___/ / /     \ \ \ /_/\__/ / /
/_/ /      / / /____\/ /       \ \_\\ \/___/ /
\_\/       \/_________/         \/_/ \_____\/
r-mgarchbekk 0.0.5
Propagated dependencies: r-tseries@0.10-58 r-mvtnorm@1.3-2
Channel: guix-cran
Location: guix-cran/packages/m.scm (guix-cran packages m)
Home page: https://github.com/vst/mgarchBEKK/
Licenses: GPL 3
Synopsis: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
Description:

Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.

Total results: 1