Pacote: r-cran-fgarch (4033.92-1) [debports]

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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.

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