<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Rmetrics - Autoregressive Conditional Heteroskedastic Modelling</dc:title>
  <dc:title>R package fGarch version 4052.93</dc:title>
  <dc:subject>CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance)</dc:subject>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>Analyze and model heteroskedastic behavior in financial time series.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: fBasics, timeDate, timeSeries, fastICA, Matrix (&gt;= 1.5-0),
cvar (&gt;= 0.5), graphics, methods, stats, utils</dc:relation>
  <dc:relation>Suggests: RUnit, tcltk, goftest</dc:relation>
  <dc:creator>Georgi N. Boshnakov &lt;georgi.boshnakov@manchester.ac.uk&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Diethelm Wuertz [aut] (original code),
  Yohan Chalabi [aut],
  Tobias Setz [aut],
  Martin Maechler [aut] (ORCID: &lt;https://orcid.org/0000-0002-8685-9910&gt;),
  Chris Boudt [ctb],
  Pierre Chausse [ctb],
  Michal Miklovac [ctb],
  Georgi N. Boshnakov [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0003-2839-346X&gt;)</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2025-12-12</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=fGarch</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.fGarch</dc:identifier>
</oai_dc:dc>
