fGarch (2100.79)

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: Diethelm Wuertz
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: egarch, fExtremes, fNonlinear, gogarch, mleur, Rmetrics
Reverse suggests: caschrono, portes

Released over 3 years ago.

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