R package fArma: ARMA Time Series Modelling: Environment for teaching ”Financial Engineering and Computational Finance”.
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Knight, Marina I.; Nunes, Matthew A.: Long memory estimation for complex-valued time series (2019)
- Knight, Marina I.; Nason, Guy P.; Nunes, Matthew A.: A wavelet lifting approach to long-memory estimation (2017)
- Arratia, Argimiro: Computational finance. An introductory course with R (2014)
- Bernhard Pfaff: VAR, SVAR and SVEC Models: Implementation Within R Package vars (2008) not zbMATH