GEVStableGarch-package | ARMA-GARCH or ARMA-APARCH modelling with GEV and stable distributions |
GEVStableGarch | ARMA-GARCH or ARMA-APARCH modelling with GEV and stable distributions |
GSgarch.Fit | ARMA-GARCH/APARCH estimation with GEV and stable distributions |
GSgarch.FitAIC | ARMA-GARCH/APARCH model with minimum AIC |
GSgarch.Sim | Simulation of ARMA-GARCH/APARCH process with GEV and stable conditional distributions |