RRegArch: General univariate ARCH models simulation and estimation

Different conditional means, conditional variances and conditional residuals models.

Getting started

Package details

AuthorOllivier Taramasco, Franck Bitard
MaintainerOllivier Taramasco <Ollivier.Taramasco@imag.fr>
LicenseGPL (>=2)
URL http://www.r-project.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("RRegArch", repos="http://R-Forge.R-project.org")

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RRegArch documentation built on May 2, 2019, 4:59 p.m.