WaveletGARCH0.1.1 package

Fit the Wavelet-GARCH Model to Volatile Time Series Data

Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.

  • Maintainer: Dr. Ranjit Kumar Paul
  • License: GPL
  • Last published: 2020-02-29