rugarch
Univariate GARCH Models
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
- Version1.5-3
- R version≥ 3.5.0 methods
- LicenseGPL-3
- Needs compilation?Yes
- rugarch citation info
- Last release09/22/2024
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Team
Alexios Galanos
Tobias Kley
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- Depends2 packages
- Imports15 packages
- Suggests2 packages
- Linking To2 packages
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