GEVStableGarch-package |
ARMA-GARCH/APARCH modelling with GEV and stable distributions |
Datasets |
Time Series Data Sets |
dem2gbp |
Time Series Data Sets |
dgat |
Generalized Asymmetric t Distribution |
dskstd |
Skew Student's t Distribtuion from Fernandez and Steel (1997) |
gat |
Generalized Asymmetric t Distribution |
GEVStableGarch |
ARMA-GARCH/APARCH modelling with GEV and stable distributions |
GEVSTABLEGARCH-class |
Class '"GEVSTABLEGARCH"' |
GEVSTABLEGARCHSPEC-class |
Class '"GEVSTABLEGARCHSPEC"' |
gsFit |
Estimation of ARMA-GARCH/APARCH models |
gsMomentAparch |
Computation of moments for several conditional distribution |
gsSelect |
Selects the best model according to goodness-of-fit criteria |
gsSim |
Simulation of ARMA-GARCH/APARCH process |
gsSpec |
Specification of ARMA-GARCH/APARCH models with GEV or stable distributions |
pgat |
Generalized Asymmetric t Distribution |
pskstd |
Skew Student's t Distribtuion from Fernandez and Steel (1997) |
qgat |
Generalized Asymmetric t Distribution |
qskstd |
Skew Student's t Distribtuion from Fernandez and Steel (1997) |
rgat |
Generalized Asymmetric t Distribution |
rskstd |
Skew Student's t Distribtuion from Fernandez and Steel (1997) |
show,GEVSTABLEGARCH-update |
Class '"GEVSTABLEGARCH"' |
show,GEVSTABLEGARCHSPEC-update |
Class '"GEVSTABLEGARCHSPEC"' |
show-method |
GEVSTABLEGARCH Package Show Methods |
show-methods |
GEVSTABLEGARCH Package Show Methods |
skstd |
Skew Student's t Distribtuion from Fernandez and Steel (1997) |
sp500dge |
Time Series Data Sets |