r-rugarch
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
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1.4_1
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Summary
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Last Updated
Dec 29, 2019 at 18:55
License
GPL-3
Total Downloads
16
Supported Platforms
linux-64