fExtremes: Rmetrics - Extreme Financial Market Data

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3010.80
Depends: R (≥ 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch, fTrading
Suggests: RUnit, tcltk
Published: 2013-05-01
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
NeedsCompilation: no
In views: Distributions, Finance
CRAN checks: fExtremes results

Downloads:

Package source: fExtremes_3010.80.tar.gz
MacOS X binary: fExtremes_3010.80.tgz
Windows binary: fExtremes_3010.80.zip
Reference manual: fExtremes.pdf
News/ChangeLog:ChangeLog
Old sources: fExtremes archive