rugarch (Q74107): Difference between revisions
From MaRDI portal
Removed claim: depends on software (P342): Item:Q13519 |
Changed an Item |
||
Property / depends on software | |||
Property / depends on software: R / rank | |||
Normal rank | |||
Property / depends on software: R / qualifier | |||
software version identifier: ≥ 3.5.0 |
Revision as of 13:12, 4 March 2024
Univariate GARCH Models
Language | Label | Description | Also known as |
---|---|---|---|
English | rugarch |
Univariate GARCH Models |
Statements
20 September 2023
0 references
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
0 references