r-fgarch
Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.
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Summary
Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.
Last Updated
Dec 23, 2025 at 21:22
License
GPL-2.0-only
GitHub Repository
https://r-forge.r-project.org/scm/viewvc.php/pkg/fGarch/?root=rmetrics