Man pages for fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

00fGarch-packageModelling Heterskedasticity in Financial Time Series
class-fGARCHClass "fGARCH"
class-fGARCHSPECClass "fGARCHSPEC"
dataTime Series Data Sets
dist-absMomentsAbsolute Moments of GARCH Distributions
dist-gedGeneralized Error Distribution
dist-gedFitGeneralized Error Distribution Parameter Estimation
dist-gedSliderGeeneralized Error Distribution Slider
dist-sgedSkew Generalized Error Distribution
dist-sgedFitSkew Generalized Error Distribution Parameter Estimation
dist-sgedSliderSkew GED Distribution Slider
dist-snormSkew Normal Distribution
dist-snormFitSkew Normal Distribution Parameter Estimation
dist-snormSliderSkew Normal Distribution Slider
dist-sstdSkew Student-t Distribution and Parameter Estimation
dist-sstdFitSkew Student-t Distribution Parameter Estimation
dist-sstdSliderSkew Student-t Distribution Slider
dist-stdStudent-t Distribution
dist-stdFitStudent-t Distribution Parameter Estimation
dist-stdSliderStudent-t Distribution Slider
garchFitUnivariate GARCH Time Series Fitting
garchFitControlGARCH Fitting Algorithms and Control
garchSimUnivariate GARCH/APARCH Time Series Simulation
garchSpecUnivariate GARCH Time Series Specification
methods-coefGARCH Coefficients Methods
methods-fittedExtract GARCH Model Fitted Values
methods-formulaExtract GARCH Model formula
methods-plotGARCH Plot Methods
methods-predictGARCH Prediction Function
methods-residualsExtract GARCH Model Residuals
methods-showGARCH Modelling Show Methods
methods-summaryGARCH Summary Methods
methods-volatilityExtract GARCH Model Volatility
fGarch documentation built on Nov. 17, 2017, 2:15 p.m.