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Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.

copied from cf-staging / r-fgarch
Type Size Name Uploaded Downloads Labels
conda 677.9 kB | win-64/r-fgarch-4021.87-r41he816bda_1.tar.bz2  2 years and 1 month ago 518 main
conda 666.9 kB | osx-64/r-fgarch-4021.87-r42h1e4e481_1.tar.bz2  2 years and 1 month ago 71 main
conda 664.5 kB | osx-64/r-fgarch-4021.87-r41h1e4e481_1.tar.bz2  2 years and 1 month ago 72 main
conda 670.1 kB | linux-64/r-fgarch-4021.87-r41h8da6f51_1.tar.bz2  2 years and 1 month ago 1529 main
conda 670.1 kB | linux-64/r-fgarch-4021.87-r42h8da6f51_1.tar.bz2  2 years and 1 month ago 1533 main
conda 700.5 kB | win-64/r-fgarch-4021.87-r40he816bda_0.tar.bz2  2 years and 4 months ago 595 main
conda 678.1 kB | win-64/r-fgarch-4021.87-r41he816bda_0.tar.bz2  2 years and 4 months ago 606 main
conda 666.9 kB | osx-64/r-fgarch-4021.87-r40h225c1e1_0.tar.bz2  2 years and 4 months ago 73 main
conda 664.6 kB | osx-64/r-fgarch-4021.87-r41h225c1e1_0.tar.bz2  2 years and 4 months ago 70 main
conda 669.7 kB | linux-64/r-fgarch-4021.87-r40h8da6f51_0.tar.bz2  2 years and 4 months ago 1709 main
conda 670.8 kB | linux-64/r-fgarch-4021.87-r41h8da6f51_0.tar.bz2  2 years and 4 months ago 1649 main

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