AutoSEARCH (1.0)

Automated Financial Modelling.

http://www.eco.uc3m.es/sucarrat/
http://cran.r-project.org/web/packages/AutoSEARCH

Automated multi-path General-to-Specific (GETS) model selection of the mean and volatility specification of a power log-ARCH model

Maintainer: Genaro Sucarrat
Author(s): Genaro Sucarrat

License: GPL-2

Uses: zoo

Released over 1 year ago.