fGarch (2150.81)

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: Yohan Chalabi
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: CoSeg, DAC, egarch, fExtremes, fNonlinear, gogarch, mleur, Rmetrics
Reverse suggests: AER, caschrono, CLA, fPortfolio, ggfortify, portes, PortfolioAnalytics, sarima, simsalapar, symmetry
Reverse enhances: stargazer, texreg

Released about 7 years ago.