rugarch (Q74107)

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Univariate GARCH Models
Language Label Description Also known as
English
rugarch
Univariate GARCH Models

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.4-9
    publication date
    26 October 2022
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    1.0-1
    publication date
    10 September 2011
    0 references
    1.0-2
    publication date
    22 September 2011
    0 references
    1.0-3
    publication date
    2 October 2011
    0 references
    1.0-4
    publication date
    14 October 2011
    0 references
    1.0-5
    publication date
    17 October 2011
    0 references
    1.0-7
    publication date
    24 December 2011
    0 references
    1.0-8
    publication date
    1 March 2012
    0 references
    1.0-9
    publication date
    26 May 2012
    0 references
    1.0-10
    publication date
    8 July 2012
    0 references
    1.0-11
    publication date
    23 August 2012
    0 references
    1.0-12
    publication date
    29 October 2012
    0 references
    1.0-14
    publication date
    19 December 2012
    0 references
    1.0-16
    publication date
    13 January 2013
    0 references
    1.0
    publication date
    4 September 2011
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    1.02
    publication date
    4 April 2013
    0 references
    1.2-2
    publication date
    7 April 2013
    0 references
    1.2-6
    publication date
    4 July 2013
    0 references
    1.2-7
    publication date
    8 July 2013
    0 references
    1.2-9
    publication date
    14 December 2013
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    1.3-1
    publication date
    24 January 2014
    0 references
    1.3-3
    publication date
    26 May 2014
    0 references
    1.3-4
    publication date
    9 November 2014
    0 references
    1.3-6
    publication date
    16 August 2015
    0 references
    1.3-8
    publication date
    9 October 2017
    0 references
    1.4-0
    publication date
    5 February 2018
    0 references
    1.4-1
    publication date
    16 January 2019
    0 references
    1.4-2
    publication date
    8 February 2020
    0 references
    1.4-4
    publication date
    16 July 2020
    0 references
    1.4-6
    publication date
    18 January 2022
    0 references
    1.4-7
    publication date
    2 February 2022
    0 references
    1.4-8
    publication date
    19 April 2022
    0 references
    1.4-9
    publication date
    27 October 2022
    0 references
    1.5-1
    publication date
    20 September 2023
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    programmed in
    R
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    last update
    20 September 2023
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    description
    ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
    0 references
    author
    Alexios Galanos
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    depends on software
    methods
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    parallel
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    R
    software version identifier
    ≥ 3.5.0
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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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    nloptr
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    Identifiers

    CRAN project
    rugarch
    0 references
     
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