fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Analyze and model heteroskedastic behavior in financial time series.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
4052.93 |
2026-04-09 windows/windows R-4.5 | fGarch_4052.93.zip |
697.5 KiB |