r-cran-fgarch

GNU R package for financial engineering -- fGarch

Description

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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Homepage

https://cran.r-project.org/package=fGarch


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