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) .


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Reference manual

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install.packages("WaveletGARCH")

0.1.1 by Dr. Ranjit Kumar Paul, 2 years ago


Browse source code at https://github.com/cran/WaveletGARCH


Authors: Dr. Ranjit Kumar Paul , Sandipan Samanta and Ankit Tanwar


Documentation:   PDF Manual  


GPL license


Imports stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff, methods


See at CRAN