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.

AuthorThiago Sousa [aut, cre], Cira Otiniano [ctb], Silvia Lopes [ctb], Diethelm Wuertz [ctb, cph]
Date of publication2015-08-20 10:39:40
MaintainerThiago Sousa <thiagoestatistico@gmail.com>
LicenseGPL (>= 2)
Version1.1

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