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[ Source: fgarch  ]

Package: r-cran-fgarch (2110.80.1-1)

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GNU R package for financial engineering -- fGarch

This package provides functions for GARCH volatility modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fGarch provides generalized autoregressive conditional heteroscastic modelling functions.

Tags: Field: Financial, Implemented in: GNU R, Application Suite: GNU

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Architecture Package Size Installed Size Files
amd64 421.2 kB574.0 kB [list of files]
armel 365.2 kB755.0 kB [list of files]
armhf 363.1 kB749.0 kB [list of files]
i386 419.7 kB565.0 kB [list of files]
ia64 426.2 kB662.0 kB [list of files]
kfreebsd-amd64 421.5 kB576.0 kB [list of files]
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s390x 420.8 kB642.0 kB [list of files]
sparc 421.0 kB639.0 kB [list of files]