Man pages for GEVStableGarch
ARMA-GARCH/APARCH Models with GEV and Stable Distributions

dataTime Series Data Sets
dist-gatGeneralized Asymmetric t Distribution
dist-skstdSkew Student's t Distribtuion from Fernandez and Steel (1997)
GEVStableGarch-packageARMA-GARCH/APARCH modelling with GEV and stable distributions
gsFitEstimation of ARMA-GARCH/APARCH models
gsMomentAparchComputation of moments for several conditional distribution
gsSelectSelects the best model according to goodness-of-fit criteria
gsSimSimulation of ARMA-GARCH/APARCH process
gsSpecSpecification of ARMA-GARCH/APARCH models with GEV or stable...
show-methodsGEVSTABLEGARCH Package Show Methods
GEVStableGarch documentation built on May 2, 2019, 5:53 a.m.