fGarch (2110.80)

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.

crantastic!

Brought to you by Hadley Wickham and Bjørn Mæland. About crantastic. Like it? Hate it? Let us know at cranatic@gmail.com.
All crantastic content and data (including user contributions) are available under the CC Attribution-Share Alike 3.0 Unported license.