NEWS
dccmidas 0.1.3 (2026-09-09)
- Fixed bugs in the estimation routines. Thanks to Matthias Fengler for reporting the issue and for his helpful suggestions.
dccmidas 0.1.2 (2024-02-21)
- 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 (2021-03-15)