Analyze and model heteroskedastic behavior in financial time series.
Version: | 4021.87 |
Imports: | fBasics, timeDate, timeSeries, fastICA, Matrix, graphics, methods, stats, utils |
Suggests: | RUnit, tcltk |
Published: | 2022-08-06 |
Author: | Diethelm Wuertz [aut] (original code), Yohan Chalabi [aut], Tobias Setz [aut], Martin Maechler [aut], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb], Georgi N. Boshnakov [cre, ctb] |
Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
BugReports: | https://r-forge.r-project.org/projects/rmetrics |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://www.rmetrics.org |
NeedsCompilation: | yes |
Materials: | NEWS ChangeLog |
In views: | Finance, TimeSeries |
CRAN checks: | fGarch results |
Reference manual: | fGarch.pdf |
Package source: | fGarch_4021.87.tar.gz |
Windows binaries: | r-devel: fGarch_4021.87.zip, r-release: fGarch_4021.87.zip, r-oldrel: fGarch_4021.87.zip |
macOS binaries: | r-release (arm64): fGarch_4021.87.tgz, r-oldrel (arm64): fGarch_4021.87.tgz, r-release (x86_64): fGarch_4021.87.tgz, r-oldrel (x86_64): fGarch_4021.87.tgz |
Old sources: | fGarch archive |
Reverse depends: | distrRmetrics, gogarch |
Reverse imports: | cvar, fExtremes, ftsa, gscreend, GWEX, IndexConstruction, irtDemo, L2DensityGoFtest, ludic, mixAR, MTS, segMGarch, SLBDD, svines, univariateML |
Reverse suggests: | AER, CLA, fPortfolio, ggfortify, gratis, PortfolioAnalytics, sarima, simsalapar, smoots, symmetry |
Reverse enhances: | stargazer, texreg |
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