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 <[email protected]>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GEVStableGarch")

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