WaveletGARCH: Fit the Wavelet-GARCH Model to Volatile Time Series Data

Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.

Version:	0.1.1
Imports:	stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff, methods
Published:	2020-02-29
Author:	Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar
Maintainer:	Dr. Ranjit Kumar Paul <ranjitstat at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation:	no
CRAN checks:	WaveletGARCH results

Documentation:

Reference manual:

WaveletGARCH.pdf

Downloads:

Package source:	WaveletGARCH_0.1.1.tar.gz
Windows binaries:	r-devel: WaveletGARCH_0.1.1.zip, r-release: WaveletGARCH_0.1.1.zip, r-oldrel: WaveletGARCH_0.1.1.zip
macOS binaries:	r-release (arm64): WaveletGARCH_0.1.1.tgz, r-oldrel (arm64): WaveletGARCH_0.1.1.tgz, r-release (x86_64): WaveletGARCH_0.1.1.tgz, r-oldrel (x86_64): WaveletGARCH_0.1.1.tgz
Old sources:	WaveletGARCH archive

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