R/grach.R

In jokbull/VolatilityEstimation: What the package does (short line)

#' Garch 
#' GARCH models : garch() from tseries fits basic GARCH models. 
#' Many variations on GARCH models are provided by rugarch. 
#' Other univariate GARCH packages include fGarch which implements ARIMA models with a wide class of GARCH innovations, 
#' lgarch for log-GARCH models, 
#' bayesGARCH which estimates a Bayesian GARCH(1,1) model with t innovations and 
#' bayesDccGarch for Bayesian estimation of DCC-GARCH(1,1) models. 
#' GEVStableGarch provides for ARMA-GARCH or ARMA-APARCH models with GEV and stable conditional distributions. 
#' gogarch implements Generalized Orthogonal GARCH (GO-GARCH) models. 
#' 
grach <- function(){
  
}