fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Environment for teaching "Financial Engineering and Computational Finance"

Version: 260.72
Depends: R (≥ 2.4.0), fBasics, fArma
Date: 1997 - 2007
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Diethelm Wuertz and Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL Version 2 or later
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: fGarch results

Downloads:

Package source: fGarch_260.72.tar.gz
MacOS X binary: fGarch_260.72.tgz
Windows binary: fGarch_260.72.zip
Reference manual: fGarch.pdf
Old sources: fGarch archive