ARMA-GARCH/APARCH models with GEV and stable distributions


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Documentation for package ‘GEVStableGarch’ version 1.0

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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