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1.4-8 by Alexios Galanos, 2 months ago
http://www.unstarched.net, https://github.com/alexiosg/rugarch
Browse source code at https://github.com/cran/rugarch
Authors: Alexios Galanos [aut, cre] , Tobias Kley [ctb]
Documentation: PDF Manual
GPL-3 license
Imports Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, stats, grDevices, utils
Depends on methods, parallel
Linking to Rcpp, RcppArmadillo
Imported by SBAGM, WaveletGARCH, dccmidas, portvine, qrmtools, quarks, ufRisk.
Depended on by iClick, rmgarch.
Suggested by AER, JFE, RTL, copula, highfrequency, tsDyn, xdcclarge, zenplots.
See at CRAN