dccmidas 0.1.3
- Fixed bugs in the estimation routines. Thanks to Matthias Fengler
for reporting the issue and for his helpful suggestions.
dccmidas 0.1.2
- Fixed bugs.
- Added scalar and diagonal BEKK models.
dccmidas 0.1.1
- Added RiskMetrics and Moving Covariance models.
- Added the scalar and diagonal VEC and BEKK models.
dccmidas 0.1.0