fGarch (260.72)
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 many others, see the SOURCE file
License: GPL Version 2 or later
Uses: fArma, fBasics
Reverse depends: egarch, fExtremes, fNonlinear, gogarch, mleur, Rmetrics
Reverse suggests: caschrono, portes
Released over 12 years ago.
