swMATH ID: 9994
Software Authors: Diethelm Würtz: Yohan Chalabi; Michal Miklovic, Chris Boudt, Pierre Chausse and others
Description: R package fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling: Environment for teaching ”Financial Engineering and Computational Finance”
Homepage: http://cran.r-project.org/web/packages/fGarch/index.html
Source Code:  https://github.com/cran/fGarch
Dependencies: R
Related Software: R; RMetrics; Rugarch; tseries; forecast; zoo; Rcpp; stochvol; xts; quantmod; JADE; FitAR; astsa; CASdatasets; fBasics; snow; TSA; CODA; DEoptim; numDeriv
Cited in: 24 Documents

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