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Authors and Citation

Authors

  • Diethelm Wuertz. Author.
    original code

  • Yohan Chalabi. Author.

  • Tobias Setz. Author.

  • Martin Maechler. Author.

  • Chris Boudt. Contributor.

  • Pierre Chausse. Contributor.

  • Michal Miklovac. Contributor.

  • Georgi N. Boshnakov. Maintainer, contributor.

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},
}