Multivariate ARCH Models R package tsmarch version 1.0.0 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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) <doi:10.1016/bs.host.2019.01.001>. Software Depends: R (>= 3.5.0), methods, tsmethods (>= 1.0.2) Imports: Rcpp, RcppParallel, tsgarch (>= 1.0.3), tsdistributions (>= 1.0.2), RcppBessel, Rsolnp, nloptr, numDeriv, abind, shape, Rdpack, xts, zoo, lubridate, sandwich, future.apply, future, stats, utils, data.table LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo, RcppParallel, RcppBessel Suggests: knitr, rmarkdown, testthat (>= 3.0.0), tstests Alexios Galanos <alexios@4dscape.com> Comprehensive R Archive Network (CRAN) Alexios Galanos [aut, cre, cph] (ORCID: <https://orcid.org/0009-0000-9308-0457>) GPL-2 2024-11-18 application/tgz https://CRAN.R-project.org/package=tsmarch doi:10.32614/CRAN.package.tsmarch