fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Environment for teaching "Financial Engineering and Computational Finance".

Version: 3010.82.1
Depends: R (≥ 2.15.0), stats, graphics, methods, timeDate, timeSeries, fBasics (≥ 2100.78)
Suggests: RUnit, Matrix, fastICA, tcltk
Published: 2016-08-15
Author: Diethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
In views: Finance, TimeSeries
CRAN checks: fGarch results


Reference manual: fGarch.pdf
Package source: fGarch_3010.82.1.tar.gz
Windows binaries: r-devel: fGarch_3010.82.1.zip, r-release: fGarch_3010.82.1.zip, r-oldrel: fGarch_3010.82.1.zip
OS X Mavericks binaries: r-release: fGarch_3010.82.1.tgz, r-oldrel: fGarch_3010.82.1.tgz
Old sources: fGarch archive

Reverse dependencies:

Reverse depends: CoSeg, distrRmetrics, fExtremes, fNonlinear, gogarch, mleur
Reverse imports: covmat, GEVStableGarch, irtDemo, ludic, MTS
Reverse suggests: AER, caschrono, fPortfolio, ggfortify, portes, PortfolioAnalytics, simsalapar
Reverse enhances: stargazer, texreg


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