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GNU R package for financial engineering -- fGarch


This package provides functions for GARCH volatility modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fGarch provides generalized autoregressive conditional heteroscastic modelling functions.

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543 other people were interested in this package here. The newest known version of this software is 3042.83-1 (Information last updated 1 day ago.)