fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3010.82
Depends: R (≥ 2.15.0), stats, graphics, methods, timeDate, timeSeries, fBasics (≥ 2100.78)
Suggests: RUnit, Matrix, fastICA, tcltk
Published: 2013-05-01
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.tar.gz
Windows binaries: r-devel: fGarch_3010.82.zip, r-release: fGarch_3010.82.zip, r-oldrel: fGarch_3010.82.zip
OS X Snow Leopard binaries: r-release: fGarch_3010.82.tgz, r-oldrel: fGarch_3010.82.tgz
OS X Mavericks binaries: r-release: fGarch_3010.82.tgz
Old sources: fGarch archive

Reverse dependencies:

Reverse depends: distrRmetrics, fExtremes, fNonlinear, GEVStableGarch, gogarch, mleur
Reverse imports: MTS
Reverse suggests: caschrono, fPortfolio, portes, simsalapar
Reverse enhances: texreg