Package: mgarchBEKK
Title: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR)
        Processes
Version: 0.0.5
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
Encoding: UTF-8
URL: https://github.com/vst/mgarchBEKK/
RoxygenNote: 7.2.1
NeedsCompilation: yes
Packaged: 2022-12-06 07:19:44 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: 2022-12-06 07:50:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 08:45:05 UTC; unix
Archs: mgarchBEKK.so.dSYM
