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5 November 2022
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Analyze and model heteroskedastic behavior in financial time series.
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Latest revision as of 15:30, 21 March 2024

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Language Label Description Also known as
English
fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

    Statements

    instance of
    R package
    0 references
    software version identifier
    4022.89
    publication date
    5 November 2022
    0 references
    260.71
    publication date
    2 October 2007
    0 references
    260.72
    publication date
    8 October 2007
    0 references
    280.73
    publication date
    23 October 2008
    0 references
    280.74
    publication date
    25 October 2008
    0 references
    280.75
    publication date
    27 October 2008
    0 references
    290.76
    publication date
    28 January 2009
    0 references
    290.77
    publication date
    16 April 2009
    0 references
    2100.78
    publication date
    20 April 2009
    0 references
    2100.79
    publication date
    28 September 2009
    0 references
    2110.80.1
    publication date
    4 June 2012
    0 references
    2110.80
    publication date
    10 November 2009
    0 references
    2150.81
    publication date
    18 September 2012
    0 references
    3010.82.1
    publication date
    15 August 2016
    0 references
    3010.82
    publication date
    1 May 2013
    0 references
    3042.83.1
    publication date
    31 January 2019
    0 references
    3042.83.2
    publication date
    7 March 2020
    0 references
    3042.83
    publication date
    16 November 2017
    0 references
    4021.86
    publication date
    17 July 2022
    0 references
    4021.87
    publication date
    6 August 2022
    0 references
    4021.88
    publication date
    29 September 2022
    0 references
    4031.90
    publication date
    15 October 2023
    0 references
    4032.91
    publication date
    2 February 2024
    0 references
    programmed in
    R
    0 references
    last update
    2 February 2024
    0 references
    description
    Analyze and model heteroskedastic behavior in financial time series.
    0 references
    author
    Diethelm Wuertz
    0 references
    Yohan Chalabi
    0 references
    Tobias Setz
    0 references
    Martin Maechler
    0 references
    Georgi N. Boshnakov
    0 references
    imports
    fBasics
    0 references
    timeDate
    0 references
    timeSeries
    0 references
    fastICA
    0 references
    Matrix
    software version identifier
    ≥ 1.5-0
    0 references
    cvar
    software version identifier
    ≥ 0.5
    0 references
    graphics
    0 references
    methods
    0 references
    stats
    0 references
    utils
    0 references

    Identifiers

    swMATH work ID
    9994
    0 references
    CRAN project
    fGarch
    0 references
     
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