Ngarch: Estimation of a non-symmertic GARCH that takes the form...
In KevinKotze/tsm: Time Series Modelling
Ngarch R Documentation
Estimation of a non-symmertic GARCH that takes the form NGARCH(1,1) with normal innovations.
Description
Estimation of a non-symmertic GARCH that takes the form NGARCH(1,1) with normal innovations.
Usage
Ngarch(rtn)
Arguments
rtn
Time series variable.
Value
non-symmertic GARCH results.
KevinKotze/tsm documentation built on Oct. 6, 2022, 12:22 a.m.
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| Ngarch | R Documentation |
Estimation of a non-symmertic GARCH that takes the form NGARCH(1,1) with normal innovations.
Description
Estimation of a non-symmertic GARCH that takes the form NGARCH(1,1) with normal innovations.
Usage
Ngarch(rtn)
Arguments
rtn |
Time series variable. |
Value
non-symmertic GARCH 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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