Egarch: Estimation of an EGARCH(1,1) model. Assume normal...
In KevinKotze/tsm: Time Series Modelling
Egarch R Documentation
Estimation of an EGARCH(1,1) model. Assume normal innovations.
Description
Estimation of an EGARCH(1,1) model. Assume normal innovations.
Usage
Egarch(rtn)
Arguments
rtn
Time series variable.
Value
EGARCH results.
KevinKotze/tsm documentation built on Oct. 6, 2022, 12:22 a.m.
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| Egarch | R Documentation |
Estimation of an EGARCH(1,1) model. Assume normal innovations.
Description
Estimation of an EGARCH(1,1) model. Assume normal innovations.
Usage
Egarch(rtn)
Arguments
rtn |
Time series variable. |
Value
EGARCH results.
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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