rugarch: Univariate GARCH models
Version 1.3-2

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

Package details

AuthorAlexios Ghalanos <[email protected]>
Date of publication2014-03-17 01:46:48
MaintainerAlexios Ghalanos <[email protected]>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("rugarch", repos="")

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rugarch documentation built on May 31, 2017, 1:53 a.m.