fGarch (260.72)

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.


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: 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 almost 2019 years ago.