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Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.
Package details |
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Author | Thiago Sousa [aut, cre], Cira Otiniano [ctb], Silvia Lopes [ctb], Diethelm Wuertz [ctb, cph] |
Maintainer | Thiago Sousa <thiagoestatistico@gmail.com> |
License | GPL (>= 2) |
Version | 1.1 |
Package repository | View on CRAN |
Installation |
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