rugarch (1.0-10)

Univariate GARCH models.

http://cran.r-project.org/web/packages/rugarch

ARFIMA, in-mean, external regressors and various GARCH flavours, with methods for fit, forecast, simulation, inference and plotting.

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos <alexios@4dscape.com>

License: GPL-3

Uses: chron, numDeriv, Rcpp, RcppArmadillo, Rsolnp, snowfall, xts, multicore, timeSeries, nloptr
Reverse depends: rmgarch

Released 12 months ago.