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lgarch (version 0.2)
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
276
Version
0.2
License
GPL-2
Maintainer
Genaro Sucarrat
Last Published
April 29th, 2014
Functions in lgarch (0.2)
Search functions
glag
Lag vector or matrix
lgarch
Estimate a log-GARCH model
coef.lgarch
Extraction methods for 'lgarch' objects
lgarch-package
Simulation and estimation of log-GARCH models
lgarchObjective
Auxiliary functions
rmnorm
Multivariate normal random number generation
lgarchSim
Simulate from a log-GARCH model
mlgarchSim
Simulate from a multivariate log-GARCH model