Authors and Citation
Authors
Citation
Wuertz D, Chalabi Y, Setz T, Maechler M (2023). fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. R package version 4022.90, https://www.rmetrics.org.
@Manual{, title = {fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling}, author = {Diethelm Wuertz and Yohan Chalabi and Tobias Setz and Martin Maechler}, year = {2023}, note = {R package version 4022.90}, url = {https://www.rmetrics.org}, }