Analyze and model heteroskedastic behavior in financial time series.
Version: 4033.92 Imports: fBasics, timeDate, timeSeries, fastICA, Matrix (≥ 1.5-0), cvar (≥ 0.5), graphics, methods, stats, utils Suggests: RUnit, tcltk, goftest Published: 2024-03-26 DOI: 10.32614/CRAN.package.fGarch Author: Diethelm Wuertz [aut] (original code), Yohan Chalabi [aut], Tobias Setz [aut], Martin Maechler [aut], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb], Georgi N. Boshnakov [aut, cre] Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> BugReports: https://r-forge.r-project.org/projects/rmetrics License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://geobosh.github.io/fGarchDoc/ (doc), https://www.rmetrics.org (devel) NeedsCompilation: yes Materials: README, NEWS, ChangeLog In views: Finance, TimeSeries CRAN checks: fGarch resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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