<?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>Univariate GARCH Models</dc:title>
  <dc:title>R package rugarch version 1.5-6</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>ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0), methods, parallel</dc:relation>
  <dc:relation>Imports: Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic,
Rcpp, graphics, fracdiff, stats, grDevices, utils, nloptr</dc:relation>
  <dc:relation>LinkingTo: Rcpp (&gt;= 1.1.1), RcppArmadillo (&gt;= 0.2.34)</dc:relation>
  <dc:relation>Suggests: knitr, rmarkdown</dc:relation>
  <dc:creator>Alexios Galanos &lt;alexios@4dscape.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Alexios Galanos [aut, cre, cph] (ORCID:
    &lt;https://orcid.org/0009-0000-9308-0457&gt;),
  Tobias Kley [ctb]</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2026-07-18</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=rugarch</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.rugarch</dc:identifier>
</oai_dc:dc>
