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) doi:10.3233/MAS-150328.
- Version0.1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release02/29/2020
Team
Dr. Ranjit Kumar Paul
Ankit Tanwar
Show author detailsRolesAuthorSandipan Samanta
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- Imports5 packages