magrittr, knitr, ggplot2, reshape2, rmarkdown, lattice

R (>= 3.0.0), methods, Rcpp, RcppArmadillo, rugarch
Rsolnp, MASS, parallel, Matrix, zoo, xts, Bessel, ff, fftw,
shape, Kendall, spd
Feasible multivariate GARCH models including DCC, GO-GARCH
and Copula-GARCH.
rmgarch-var.R rmgarch-functions.R rmgarch-classes.R
rmgarch-ica.R rmgarch-series.R rmgarch-mmean.R
gogarch-classes.R gogarch-distributions.R gogarch-main.R
gogarch-methods.R rdcc-classes.R rdcc-main.R rdcc-likelihoods.R
rdcc-plots.R fdcc-likelihoods.R fdcc-main.R rdcc-methods.R
rdcc-mdistributions.R rdcc-postestimation.R rdcc-solver.R
copula-classes.R copula-distributions.R copula-likelihoods.R
copula-solver.R copula-fn.R copula-transformations.R
copula-main.R copula-postestimation.R copula-methods.R
rmgarch-tests.R rmgarch-scenario.R zzz.R

Rsolnp, MASS, parallel, Matrix, zoo, xts, Bessel, ff, fftw,
shape, pcaPP, spd, Rcpp
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Rsolnp, MASS, parallel, Matrix, zoo, xts, Bessel, ff, shape,
pcaPP, spd, Rcpp

R (>= 3.0.2), methods, rugarch, parallel
Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd,
Rcpp, utils, graphics, stats, grDevices

Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd,
Rcpp, utils, graphics, stats, grDevices, corpcor

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH. See Boudt, Galanos, Payseur and Zivot (2019) for a review of multivariate GARCH models <doi:10.1016/bs.host.2019.01.001>.

R (>= 3.0.2), methods, rugarch (>= 1.4-7), parallel
rmgarch-extrafun.R rmgarch-var.R rmgarch-functions.R
rmgarch-classes.R rmgarch-ica.R rmgarch-series.R
rmgarch-mmean.R gogarch-classes.R gogarch-distributions.R
gogarch-main.R gogarch-methods.R rdcc-classes.R rdcc-main.R
rdcc-likelihoods.R rdcc-plots.R fdcc-likelihoods.R fdcc-main.R
rdcc-methods.R rdcc-mdistributions.R rdcc-postestimation.R
rdcc-solver.R copula-classes.R copula-distributions.R
copula-likelihoods.R copula-solver.R copula-fn.R
copula-transformations.R copula-main.R copula-postestimation.R
copula-methods.R rmgarch-tests.R rmgarch-scenario.R zzz.R