mgarch

MGARCH is a software library for R-Project to simulate and estimate various MGARCH processes. This project also provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.

Project Activity

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License

GNU General Public License version 3.0 (GPLv3)

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Additional Project Details

Operating Systems

BSD, Cygwin, Linux, Windows

Languages

English

Intended Audience

Advanced End Users, Developers, Education, End Users/Desktop, Financial and Insurance Industry, Science/Research

User Interface

Command-line

Programming Language

C, S/R

Related Categories

C Information Analysis Software, C Budgeting Software, C Research Software, S/R Information Analysis Software, S/R Budgeting Software, S/R Research Software

Registered

2009-07-04

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