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GARCH
http://forum.alglib.net/viewtopic.php?f=2&t=2123
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Author:  ovanwijk [ Thu Aug 28, 2014 8:16 am ]
Post subject:  GARCH

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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