fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Version 3010.82.1

Environment for teaching "Financial Engineering and Computational Finance".

Getting started

Package details

AuthorDiethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others
Date of publication2016-08-15 11:29:20
MaintainerYohan Chalabi <[email protected]>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on CRAN
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fGarch documentation built on May 30, 2017, 3:39 a.m.