Paket: r-cran-fgarch (4033.92-1)

[ Källkod: fgarch  ]

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.

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

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