EchoRLiu/robustGarch: Robust Garch(1,1) Model

Estimation and methods of two Robust Garch(1,1) models

Getting started

Package details

AuthorEcho Liu
MaintainerEcho Liu <yliu49@uw.edu>
LicenseWhat license is it under?
Version0.2.0
URL https://github.com/EchoRLiu/robustGarch
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("EchoRLiu/robustGarch")
EchoRLiu/robustGarch documentation built on Sept. 3, 2021, 8:25 p.m.