RRegArch: Project Home – R-Forge

Project description

Simulation and Estimation of ARCH, GARCH, TARCH, EGARCH, APARCH model with different conditional means (AR, MA, ARMA, Var In Mean, St Deviation in Mean, multiple linear regression) and different types of conditional distributions.

Public Tools
Mailing Lists (1 public mailing list)
SCM Repository (Subversion: 0 updates, 717 adds)
Project Members
Thanks to:
Vienna University of Economics and Business Powered By FusionForge