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SuanShu, a Java numerical and statistical library
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Package com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch

Class Summary
Garch This class does fitting for the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model.
GarchModel This class represents a GARCH specification.
GarchSim This class simulates the GARCH models.
 

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SuanShu, a Java numerical and statistical library
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