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Description: 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.
Homepage: https://cran.r-project.org/package=fGarch
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