fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Environment for teaching "Financial Engineering and Computational Finance"

Version: 2100.78
Depends: R (≥ 2.6.0), stats, graphics, methods, timeDate, timeSeries, fBasics (≥ 2100.77)
Suggests: RUnit, tcltk
Published: 2009-04-20
Author: Diethelm Wuertz, Yohan Chalabi, Michal Miklovic
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Finance, TimeSeries
CRAN checks: fGarch results

Downloads:

Package source: fGarch_2100.78.tar.gz
MacOS X binary: fGarch_2100.78.tgz
Windows binary: fGarch_2100.78.zip
Reference manual: fGarch.pdf
News/ChangeLog:ChangeLog
Old sources: fGarch archive

Reverse dependencies:

Reverse depends: fExtremes, fNonlinear, gogarch