rugarch: Univariate GARCH Models
Version 1.3-6

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

Package details

AuthorAlexios Ghalanos <>
Date of publication2015-08-16 08:25:37
MaintainerAlexios Ghalanos <>
Package repositoryView on CRAN
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rugarch documentation built on May 29, 2017, 10:39 a.m.