RobGARCHBoot
Robust Bootstrap Forecast Densities for GARCH Models

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RobGARCHBoot: Robust Bootstrap Forecast Densities for GARCH Models
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Man pages for RobGARCHBoot
Robust Bootstrap Forecast Densities for GARCH Models

fitted_VolEstimated Volatility
returnsexampleTime series returns for illustrative purposes
RobGARCHBootRobust GARCH bootstrap procedure
RobGARCHBoot-packageRobust Bootstrap Forecast Densities for GARCH Models
RobGARCHBootParallelParallel implementation of the Robust GARCH bootstrap...
ROBUSTGARCHRobust GARCH Estimator
ROBUSTGARCHloss_RCPPLoss function used in GARCH robust estimation.
RobGARCHBoot documentation built on Dec. 17, 2020, 5:07 p.m.

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