Man pages for GEVStableGarch
ARMA-GARCH/APARCH Models with GEV and Stable Distributions
| class-GEVSTABLEGARCH | Class '"GEVSTABLEGARCH"' |
| class-GEVSTABLEGARCHSPEC | Class '"GEVSTABLEGARCHSPEC"' |
| data | Time Series Data Sets |
| dist-gat | Generalized Asymmetric t Distribution |
| dist-skstd | Skew Student's t Distribtuion from Fernandez and Steel (1997) |
| GEVStableGarch-package | ARMA-GARCH/APARCH modelling with GEV and stable distributions |
| gsFit | Estimation of ARMA-GARCH/APARCH models |
| gsMomentAparch | Computation of moments for several conditional distribution |
| gsSelect | Selects the best model according to goodness-of-fit criteria |
| gsSim | Simulation of ARMA-GARCH/APARCH process |
| gsSpec | Specification of ARMA-GARCH/APARCH models with GEV or stable... |
| show-methods | GEVSTABLEGARCH Package Show Methods |
