fGarch (Q21971): Difference between revisions
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| Property / source code repository: https://github.com/cran/fGarch / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:4db9cd1fa51e6cce912b1f0e14e34524dd0eb9bc / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:4db9cd1fa51e6cce912b1f0e14e34524dd0eb9bc / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:4db9cd1fa51e6cce912b1f0e14e34524dd0eb9bc / qualifier | |||||||||||||||
point in time: 19 February 2024
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Latest revision as of 16:30, 21 March 2024
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | fGarch |
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling |
Statements
2 February 2024
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Analyze and model heteroskedastic behavior in financial time series.
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expanded from: GPL (≥ 2) (English)
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Identifiers
19 February 2024
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