rgarch: Project Home – R-Forge

Flexible GARCH modelling in R with S4 methods for fitting, forecasting, simulation and inference, supported by summary and plot (check homepage for latest stable download, examples and news).

Tags: distributions, finance

• Development Status : 4 - Beta
• Environment : Console (Text Based)
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : OS Independent
• Programming Language : C/C++
• Programming Language : R
• Topic : Econometrics : Time Series Modelling
• Topic : Finance : Risk Management
• Topic : Finance : Time Series

Registered: 2009-01-24 11:14
Activity Ranking: 26
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