Environment for teaching "Financial Engineering and Computational Finance"
| Version: | 2110.80 |
| Depends: | R (≥ 2.6.0), stats, graphics, methods, timeDate, timeSeries, fBasics (≥ 2100.78) |
| Suggests: | RUnit, Matrix, fastICA, tcltk |
| Published: | 2009-11-10 |
| Author: | Diethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others |
| Maintainer: | Rmetrics Core Team <Rmetrics-core at r-project.org> |
| License: | GPL (≥ 2) |
| URL: | http://www.rmetrics.org |
| In views: | Finance, TimeSeries |
| CRAN checks: | fGarch results |
| Package source: | fGarch_2110.80.tar.gz |
| MacOS X binary: | fGarch_2110.80.tgz |
| Windows binary: | fGarch_2110.80.zip |
| Reference manual: | fGarch.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | fGarch archive |
| Reverse depends: | egarch, fExtremes, fNonlinear, gogarch, mleur |
| Reverse suggests: | caschrono |