rugarch (1.3-8)

Univariate GARCH Models.

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

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos [aut, cre]

License: GPL-3

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

Released over 2 years ago.