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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.
Getting started
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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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