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Simulation and parameters estimation for COGARCH(1,1) processes with different methods
Package details |
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Author | Enrico Bibbona <enrico.bibbona@unito.it> and Ilia Negri <ilia.negri@unibg.it> and Alberto Arcagni <alberto.arcagni@unimib.it> and Lorenzo Mercuri <lorenzo.mercuri@unimi.it> |
Maintainer | Enrico Bibbona <enrico.bibbona@unito.it> |
License | GPL(>= 2) |
Version | 1.3-1 |
Package repository | View on R-Forge |
Installation |
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