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fGarch
garchFit
garchFit function
Univariate or multivariate GARCH time series fitting
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fGarch package
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Maintainer: Georgi N. Boshnakov
License: GPL (>= 2)
Last published: 2024-03-26
Useful links
https://r-forge.r-project.org/projects/rmetrics
https://geobosh.github.io/fGarchDoc/
https://www.rmetrics.org