Man pages for RobGARCHBoot
Robust Bootstrap Forecast Densities for GARCH Models

fitted_VolEstimated Volatility
returnsexampleTime series returns for illustrative purposes
RobGARCHBootRobust GARCH bootstrap procedeure
RobGARCHBoot-packageRobust Bootstrap Forecast Densities for GARCH Models
ROBUSTGARCHRobust GARCH Estimator
ROBUSTGARCHloss_RCPPLoss function used in GARCH robust estimation.
RobGARCHBoot documentation built on Nov. 5, 2019, 1:06 a.m.