Package: mgarchBEKK
Title: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR)
        Processes
Version: 0.0.2
Authors@R: c(
    person("Harald", "Schmidbauer", email="harald@hs-stat.com", role=c("aut")),
    person("Angi", "Roesch", email="angi@angi-stat.com", role=c("aut")),
    person("Vehbi Sinan", "Tunalioglu", email="vst@vsthost.com", role=c("cre", "aut")))
Description: Procedures to simulate, estimate and diagnose MGARCH
    processes of BEKK and multivariate GJR (bivariate asymmetric GARCH
    model) specification.
Depends: R (>= 3.2.3), tseries, mvtnorm
Suggests: testthat, devtools, roxygen2
License: GPL-3
LazyData: true
URL: https://github.com/vst/mgarchBEKK/
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-04-09 11:04:18 UTC; vst
Author: Harald Schmidbauer [aut],
  Angi Roesch [aut],
  Vehbi Sinan Tunalioglu [cre, aut]
Maintainer: Vehbi Sinan Tunalioglu <vst@vsthost.com>
Repository: CRAN
Date/Publication: 2016-04-10 00:49:46
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-16 15:30:35 UTC; unix
Archs: mgarchBEKK.so.dSYM
