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fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Diethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others
GPL (>= 2)
Environment for teaching "Financial Engineering and Computational Finance"
Versions
Package Version Released
fGarch 3010.82 1 year 16 weeks ago
fGarch 260.72
fGarch 2150.81 1 year 48 weeks ago
fGarch 2110.80.1 2 years 11 weeks ago
fGarch 2110.80 4 years 40 weeks ago
fGarch 2100.79 4 years 46 weeks ago
fGarch 2100.78
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