rugarch: Univariate GARCH Models
Version 1.4-0

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

Package details

AuthorAlexios Ghalanos [aut, cre]
Date of publication2018-02-04 23:03:17 UTC
MaintainerAlexios Ghalanos <[email protected]>
Package repositoryView on CRAN
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rugarch documentation built on Feb. 5, 2018, 1:01 a.m.