rugarch: Univariate GARCH models
ARFIMA, in-mean, external regressors and various GARCH
flavours, with methods for fit, forecast, simulation, inference
and plotting.
| Version: |
1.2-2 |
| Depends: |
R (≥ 3.0.0), Rcpp, RcppArmadillo, methods |
| Imports: |
Rsolnp, nloptr, ks, numDeriv, spd, xts, zoo, chron |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2013-04-07 |
| Author: |
Alexios Ghalanos |
| Maintainer: |
Alexios Ghalanos <alexios at 4dscape.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Citation: |
rugarch citation info |
| In views: |
Finance |
| CRAN checks: |
rugarch results |
Downloads:
Reverse dependencies: