fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Environment for teaching "Financial Engineering and Computational Finance"

Version: 280.75
Depends: R (≥ 2.6.0), stats, graphics, methods, timeDate, timeSeries, fBasics
Date: 1997 - 2008
Author: Diethelm Wuertz, Yohan Chalabi
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Finance, TimeSeries
CRAN checks: fGarch results

Downloads:

Package source: fGarch_280.75.tar.gz
MacOS X binary: fGarch_280.75.tgz
Windows binary: fGarch_280.75.zip
Reference manual: fGarch.pdf
Old sources: fGarch archive