GEVStableGarch: ARMA-GARCH/APARCH Models with GEV and Stable Distributions
Version 1.1

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]
Date of publication2015-08-20 10:39:40
MaintainerThiago Sousa <[email protected]>
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 29, 2017, 6:45 p.m.