fGarch (3042.83)

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Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.

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

Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]

License: GPL (>= 2)

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

Released about 1 month ago.


8 previous versions

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