著者

中谷 朋昭

出版者

北海道大学大学院農学研究院 = The Department of Agricultural Economics, Research Faculty of Agriculture, Hokkaido University

雑誌

北海道大学農經論叢 (ISSN:03855961)

巻号頁・発行日

vol.65, pp.61-68, 2010-03-31

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This short note provides descriptions about basic usage of the add-on package ccgarch for the free statistical environment R. The package is intended for handling multivariate GARCH models in R. The target audiences of this note are the R users in Japan.