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WaveletGARCH - MaRDI portal

WaveletGARCH (Q140135)

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Fit the Wavelet-GARCH Model to Volatile Time Series Data
Language Label Description Also known as
English
WaveletGARCH
Fit the Wavelet-GARCH Model to Volatile Time Series Data

    Statements

    instance of
    R package
    0 references
    last update
    29 February 2020
    0 references
    software version identifier
    0.1.1
    publication date
    29 February 2020
    0 references
    imports
    stats
    0 references
    parallel
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    rugarch
    0 references
    methods
    0 references
    wavelets
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    FinTS
    0 references
    forecast
    0 references
    fracdiff
    0 references
    programmed in
    R
    0 references

    Identifiers

    CRAN project
    WaveletGARCH
    0 references
     
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