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ovanwijk
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Post subject: GARCH  Posted: Thu Aug 28, 2014 8:16 am |
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Joined: Thu Aug 28, 2014 8:01 am
Posts: 1
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Hello,
I am looking towards different libraries for C# that support ARCH/ARMA/GARCH and was wondering if ALGLIB supports this?
What I really like about alglib is that I can figure stuff out for free(Like I already did with R.net but that is just too slow) and when the real performance is needed I can buy the licence :D
Greets
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