WaveletGARCH
Fit the Wavelet-GARCH Model to Volatile Time Series Data
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015)
- Version0.1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release02/29/2020
Team
Dr. Ranjit Kumar Paul
Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports8 packages