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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
0.6-2
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0.1
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Install
install.packages('lgarch')
Monthly Downloads
320
Version
0.1
License
GPL-2
Maintainer
Genaro Sucarrat
Last Published
March 17th, 2014
Functions in lgarch (0.1)
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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