fGarch: Rmetrics - Modelling Autoregressive Conditional Heteroskedasticity
Version 3010.82

Environment for teaching "Financial Engineering and Computational Finance"

Getting started

Package details

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Chris Boudt [ctb], Yohan Chalabi [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]
Date of publication2015-01-06 12:24:11
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
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 May 31, 2017, 4:02 a.m.