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fGarch (version 260.72)
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Version
4033.92
4032.91
4031.90
4022.89
4021.88
4021.87
4021.86
3042.83.2
3042.83.1
3042.83
3010.82.1
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2150.81
2110.80.1
2100.79
2100.78
290.77
290.76
280.75
280.74
280.73
260.72
260.71
Install
install.packages('fGarch')
Monthly Downloads
14,408
Version
260.72
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
March 26th, 2024
Functions in fGarch (260.72)
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garchSpec
Univariate GARCH Time Series Specification
garchPredictor
GARCH Prediction Function
garchReports
GARCH Reports and Graphs
GarchDistributions
GARCH Distributions and Parameter Estimation
garchSim
Univariate GARCH Time Series Simulation
GarchOxInterface
R Interface for Garch Ox
GarchFitting
Univariate GARCH Time Series Fitting
garchExtractors
GARCH Extractor Functions