Simulation and estimation of log-GARCH models


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Documentation for package ‘lgarch’ version 0.1

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lgarch-package Simulation and estimation of log-GARCH models
coef.lgarch Extraction methods for 'lgarch' objects
fitted.lgarch Extraction methods for 'lgarch' objects
glag Lag vector
lgarch Estimate log-GARCH model
lgarchLogl Auxiliary functions
lgarchRecursion1 Auxiliary functions
lgarchSim Simulate from a log-GARCH model
logLik.lgarch Extraction methods for 'lgarch' objects
print.lgarch Extraction methods for 'lgarch' objects
residuals.lgarch Extraction methods for 'lgarch' objects
vcov.lgarch Extraction methods for 'lgarch' objects