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rugarch: Univariate GARCH Models
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Getting started
Browse package contents
Package details |
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| Author | Alexios Galanos [aut, cre], Tobias Kley [ctb] |
| Maintainer | Alexios Galanos <alexios@4dscape.com> |
| License | GPL-3 |
| Version | 1.5-3 |
| URL | http://www.unstarched.net https://github.com/alexiosg/rugarch |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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