rugarch (Q74107)

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Univariate GARCH Models
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English
rugarch
Univariate GARCH Models

    Statements

    instance of
    R package
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    programmed in
    R
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    last update
    26 October 2022
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    software version identifier
    1.4-9
    publication date
    26 October 2022
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    author
    Alexios Galanos
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    depends on software
    R
    software version identifier
    ≥ 3.5.0
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    methods
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    parallel
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    imports
    Rsolnp
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    ks
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    numDeriv
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    spd
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    xts
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    zoo
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    chron
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    SkewHyperbolic
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    Rcpp
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    graphics
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    stats
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    grDevices
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    utils
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    CRAN project
    rugarch
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