robustGarch-package: robustGarch: Robust Garch(1,1) Model
In EchoRLiu/robustGarch: Robust Garch(1,1) Model
robustGarch-package R Documentation
robustGarch: Robust Garch(1,1) Model
Description
A method for modeling robust GARCH (1,1) processes, providing robustness toward additive outliers instead of innovation outliers. This work is based on the methodology described by Muler and Yohai in 2008.
Author(s)
Maintainer: Echo Liu yuhong.echo.liu@gmail.com
Authors:
Daniel Xia dxia94@gmail.com
R. Douglas Martin dougPCRA@gmail.com
See Also
Useful links:
EchoRLiu/robustGarch documentation built on Jan. 7, 2025, 11:19 p.m.
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| robustGarch-package | R Documentation |
robustGarch: Robust Garch(1,1) Model
Description
A method for modeling robust GARCH (1,1) processes, providing robustness toward additive outliers instead of innovation outliers. This work is based on the methodology described by Muler and Yohai in 2008.
Author(s)
Maintainer: Echo Liu yuhong.echo.liu@gmail.com
Authors:
Daniel Xia dxia94@gmail.com
R. Douglas Martin dougPCRA@gmail.com
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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