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fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Analyze and model heteroskedastic behavior in financial time series.
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Package details |
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| Author | Diethelm Wuertz [aut] (original code), Yohan Chalabi [aut], Tobias Setz [aut], Martin Maechler [aut] (<https://orcid.org/0000-0002-8685-9910>), Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb], Georgi N. Boshnakov [aut, cre] |
| Maintainer | Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk> |
| License | GPL (>= 2) |
| Version | 4033.92 |
| URL | https://geobosh.github.io/fGarchDoc/ (doc) https://www.rmetrics.org (devel) |
| Package repository | View on CRAN |
| Installation |
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