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lgarch (version 0.1)

Simulation and estimation of log-GARCH models

Description

Simulation and estimation of log-GARCH models.

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Version

Install

install.packages('lgarch')

Monthly Downloads

266

Version

0.1

License

GPL-2

Maintainer

Genaro Sucarrat

Last Published

March 17th, 2014

Functions in lgarch (0.1)

lgarchSim

Simulate from a log-GARCH model
coef.lgarch

Extraction methods for 'lgarch' objects
lgarchLogl

Auxiliary functions
lgarch

Estimate log-GARCH model
glag

Lag vector
lgarch-package

Simulation and estimation of log-GARCH models