GEVStableGarch: ARMA-GARCH/APARCH Models with GEV and Stable Distributions

Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.

Package details

AuthorThiago Sousa [aut, cre], Cira Otiniano [ctb], Silvia Lopes [ctb], Diethelm Wuertz [ctb, cph]
MaintainerThiago Sousa <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the GEVStableGarch package in your browser

Any scripts or data that you put into this service are public.

GEVStableGarch documentation built on May 2, 2019, 5:53 a.m.