rugarch: Univariate GARCH Models

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

Package details

AuthorAlexios Ghalanos [aut, cre], Tobias Kley [ctb]
MaintainerAlexios Ghalanos <[email protected]>
LicenseGPL-3
Version1.4-1
URL http://www.unstarched.net https://bitbucket.org/alexiosg
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rugarch")

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rugarch documentation built on May 2, 2019, 9:40 a.m.