rugarch (1.02)

Univariate GARCH models.

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 <>

License: GPL-3

Uses: numDeriv, Rcpp, RcppArmadillo, Rsolnp, xts, zoo, chron, ks, spd, nloptr
Reverse depends: iClick, rmgarch
Reverse suggests: AER, copula, highfrequency, qrmtools, zenplots

Released over 6 years ago.