<?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>Fit the Wavelet-GARCH Model to Volatile Time Series Data</dc:title>
  <dc:title>R package WaveletGARCH version 0.1.1</dc:title>
  <dc:description>Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) &lt;doi:10.3233/MAS-150328&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff,
methods</dc:relation>
  <dc:creator>Dr. Ranjit Kumar Paul &lt;ranjitstat@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar</dc:contributor>
  <dc:rights>GPL</dc:rights>
  <dc:date>2020-02-29</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=WaveletGARCH</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.WaveletGARCH</dc:identifier>
</oai_dc:dc>