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