rugarch: Univariate GARCH Models
Version 1.3-8

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 publication2017-10-08 22:32:15 UTC
MaintainerAlexios Ghalanos <[email protected]>
Package repositoryView on CRAN
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rugarch documentation built on Oct. 9, 2017, 1:09 a.m.