[R-SIG-Finance] how to test significance of VAR coefficients in DCC GARCH Fit
alexios ghalanos
alexios at 4dscape.com
Thu Mar 15 09:40:41 CET 2012
Its on R-Forge (http://r-forge.r-project.org/R/?group_id=339).
I've triggered a rebuild of the package (its been offline since the
R-Forge master upgrade) so you'll have to wait until the check/build
cycle completes (24-48 hours).
Regards,
Alexios
On 15/03/2012 05:12, jun wang wrote:
> Anyone knows where to down the rmgarch package? I looked over the CRAN,
> it was not there. Many thanks!!!
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