yuimaCOGARCH: <yuimaCOGARCH>

Description Usage

Description

<estimation and simulation of a COGARCH(1,1) model on input price data>

Usage

1
yuimaCOGARCH(X, p = 1, q = 1, term = 1600, num = 24000, gamma = TRUE)

rickycant90/BMLgarch documentation built on May 23, 2019, 10:36 p.m.