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rugarch (version 1.0-1)

Univariate GARCH models

Description

ARFIMA, in-mean, external regressors and various GARCH flavours, with methods for fit, forecast, simulation, inference and plotting.

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Install

install.packages('rugarch')

Monthly Downloads

12,560

Version

1.0-1

License

GPL-3

Last Published

September 10th, 2011

Functions in rugarch (1.0-1)