fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Analyze and model heteroskedastic behavior in financial time series.
- https://geobosh.github.io/fGarchDoc/
- https://www.rmetrics.org
- File a bug report
- fGarch results
- fGarch.pdf
- Version4033.92
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release03/26/2024
Documentation
Team
Georgi N. Boshnakov
Diethelm Wuertz
Show author detailsRolesAuthorYohan Chalabi
Show author detailsRolesAuthorTobias Setz
Show author detailsRolesAuthorMartin Maechler
Chris Boudt
Show author detailsRolesContributorPierre Chausse
Show author detailsRolesContributorMichal Miklovac
Show author detailsRolesContributor
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- Imports9 packages
- Suggests3 packages
- Reverse Depends2 packages
- Reverse Imports21 packages
- Reverse Suggests10 packages
- Reverse Enhances2 packages