fGarch (3010.82.1)

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Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.

http://www.rmetrics.org
http://cran.r-project.org/web/packages/fGarch

Environment for teaching "Financial Engineering and Computational Finance".

Maintainer: Yohan Chalabi
Author(s): Diethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others

License: GPL (>= 2)

Uses: fBasics, timeDate, timeSeries, Matrix, RUnit, fastICA
Reverse depends: CoSeg, egarch, fExtremes, fNonlinear, gogarch, mleur, Rmetrics
Reverse suggests: AER, caschrono, fPortfolio, ggfortify, portes, PortfolioAnalytics, simsalapar
Reverse enhances: stargazer, texreg

Released 8 months ago.


7 previous versions

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