fGarch (Q21971)

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Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
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English
fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

    Statements

    instance of
    R package
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    software version identifier
    4022.89
    publication date
    5 November 2022
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    260.71
    publication date
    2 October 2007
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    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
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    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
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    4032.91
    publication date
    2 February 2024
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    programmed in
    R
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    last update
    2 February 2024
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    description
    Analyze and model heteroskedastic behavior in financial time series.
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    author
    Diethelm Wuertz
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    Yohan Chalabi
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    Tobias Setz
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    Martin Maechler
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    Georgi N. Boshnakov
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    imports
    fBasics
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    timeDate
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    timeSeries
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    fastICA
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    Matrix
    software version identifier
    ≥ 1.5-0
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    cvar
    software version identifier
    ≥ 0.5
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    graphics
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    methods
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    stats
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    utils
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    Identifiers

    swMATH work ID
    9994
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    CRAN project
    fGarch
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