fExtremes: Rmetrics - Extreme Financial Market Data

Environment for teaching "Financial Engineering and Computational Finance"

Version: 290.76
Depends: R (≥ 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch, fTrading
Suggests: RUnit, tcltk
Published: 2009-04-16
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: fExtremes results

Downloads:

Package source: fExtremes_290.76.tar.gz
MacOS X binary: fExtremes_290.76.tgz
Windows binary: fExtremes_290.76.zip
Reference manual: fExtremes.pdf
News/ChangeLog:ChangeLog
Old sources: fExtremes archive

Reverse dependencies:

Reverse suggests: PerformanceAnalytics