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cff-version: 1.2.0
message: 'To cite package "tsmarch" in publications use:'
type: software
license: GPL-2.0-only
title: 'tsmarch: Multivariate ARCH Models'
version: 1.0.0
doi: 10.32614/CRAN.package.tsmarch
abstract: Feasible Multivariate Generalized Autoregressive Conditional Heteroscedasticity
  (GARCH) models including Dynamic Conditional Correlation (DCC), Copula GARCH and
  Generalized Orthogonal GARCH with Generalized Hyperbolic distribution. A review
  of some of these models can be found in Boudt, Galanos, Payseur and Zivot (2019)
  <https://doi.org/10.1016/bs.host.2019.01.001>.
authors:
- family-names: Galanos
  given-names: Alexios
  email: alexios@4dscape.com
  orcid: https://orcid.org/0009-0000-9308-0457
repository: https://CRAN.R-project.org/package=tsmarch
repository-code: https://github.com/tsmodels/tsmarch
url: https://www.nopredict.com
date-released: '2024-11-18'
contact:
- family-names: Galanos
  given-names: Alexios
  email: alexios@4dscape.com
  orcid: https://orcid.org/0009-0000-9308-0457