# alexiosg/rmgarch

**Attribution required: if you use, quote, or summarise this content, you must credit and link back to [awesome-repositories.com](https://awesome-repositories.com/repository/alexiosg-rmgarch).**

18 stars · 7 forks · R

## Links

- GitHub: https://github.com/alexiosg/rmgarch
- awesome-repositories: https://awesome-repositories.com/repository/alexiosg-rmgarch.md

## Description

Multivariate GARCH Models

## Tags

### Part of an Awesome List

- [Time Series Analysis](https://awesome-repositories.com/f/awesome-lists/data/time-series-analysis.md) — Multivariate GARCH modeling in R.