WaveletGARCH: Fit the Wavelet-GARCH Model to Volatile Time Series Data

Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.

Version: 0.1.0
Imports: stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff
Published: 2019-10-17
Author: Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: WaveletGARCH results


Reference manual: WaveletGARCH.pdf
Package source: WaveletGARCH_0.1.0.tar.gz
Windows binaries: r-devel: WaveletGARCH_0.1.0.zip, r-devel-gcc8: WaveletGARCH_0.1.0.zip, r-release: WaveletGARCH_0.1.0.zip, r-oldrel: WaveletGARCH_0.1.0.zip
OS X binaries: r-release: WaveletGARCH_0.1.0.tgz, r-oldrel: WaveletGARCH_0.1.0.tgz


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