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 Galanos [aut, cre], Tobias Kley [ctb]
MaintainerAlexios Galanos <>
Package repositoryView on CRAN
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rugarch documentation built on April 19, 2022, 5:07 p.m.