fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Version 3042.83

Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]
Date of publication2017-11-16 22:49:18 UTC
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL https://www.rmetrics.org
Package repositoryView on CRAN
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fGarch documentation built on Nov. 17, 2017, 5:09 a.m.