Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fGarch, fTrading

Title: Rmetrics - Modelling Extreme Events in Finance
Description: Provides functions for analysing
and modelling extreme events in financial time Series. The
topics include: (i) data pre-processing, (ii) explorative
data analysis, (iii) peak over threshold modelling, (iv) block
maxima modelling, (v) estimation of VaR and CVaR, and (vi) the
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fGarch
Packaged: 2017-11-17 06:59:49 UTC; Tobias Setz

Authors@R: c(person("Diethelm", "Wuertz", role = "aut")
, person("Tobias", "Setz", role = "aut")
, person(given = c("Paul", "J."), family = "Northrop",
role = c("cre", "ctb"), email = "p.northrop@ucl.ac.uk") )
Imports: fBasics, fGarch, graphics, methods, stats, timeDate,

Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Author: Diethelm Wuertz, Yohan Chalabi, Michal Miklovic
Depends: R (>= 2.6.0), stats, graphics, methods, timeDate, timeSeries,

Author: Diethelm Wuertz and Yohan Chalabi with contribution from Michal
Miklovic, Chris Boudt, Pierre Chausse and others

Depends: R (>= 2.15.0), stats, graphics, methods, timeDate, timeSeries,

Package: fGarch
Version: 260.71
Date: 1997 - 2007
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.2.0), fBasics, fArma
Maintainer: Diethelm Wuertz and Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Mon Oct  1 15:34:42 2007; myself

Package: fGarch
Version: 260.72
Date: 1997 - 2007
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), fBasics, fArma
Maintainer: Diethelm Wuertz and Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Mon Oct  8 14:07:54 2007; myself