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fGarch (version 3042.83.1)

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Description

Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.

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Install

install.packages('fGarch')

Monthly Downloads

15,812

Version

3042.83.1

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

January 31st, 2019

Functions in fGarch (3042.83.1)