fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Version 3042.83

Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]
Date of publication2017-11-16 16:18:19
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Version3042.83
URL https://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fGarch", repos="http://R-Forge.R-project.org")

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fGarch documentation built on Nov. 17, 2017, 2:15 p.m.