tsgarch-package: tsgarch: Univariate GARCH Models
In tsgarch: Univariate GARCH Models
tsgarch-package R Documentation
tsgarch: Univariate GARCH Models
Description
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
Author(s)
Maintainer: Alexios Galanos alexios@4dscape.com (ORCID) [copyright holder]
See Also
Useful links:
tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.
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| tsgarch-package | R Documentation |
tsgarch: Univariate GARCH Models
Description
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
Author(s)
Maintainer: Alexios Galanos alexios@4dscape.com (ORCID) [copyright holder]
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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