Package: WaveletGARCH
Type: Package
Title: Fit the Wavelet-GARCH Model to Volatile Time Series Data
Version: 0.1.1
Author: Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>
Description: Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
License: GPL
Imports: stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff,
        methods
LazyData: TRUE
NeedsCompilation: no
Packaged: 2020-02-29 10:51:18 UTC; ranjitstat
Repository: CRAN
Date/Publication: 2020-02-29 11:10:02 UTC
Built: R 4.6.0; ; 2026-04-28 22:29:18 UTC; unix
