fGarch (Q21971): Difference between revisions
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Revision as of 20:15, 5 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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