Reference manual

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install.packages("GEVStableGarch")

1.1 by Thiago Sousa, 9 years ago


Browse source code at https://github.com/cran/GEVStableGarch


Authors: Thiago Sousa [aut, cre] , Cira Otiniano [ctb] , Silvia Lopes [ctb] , Diethelm Wuertz [ctb, cph]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports fGarch, fExtremes, stabledist, timeDate, timeSeries

Depends on Rsolnp, methods, skewt

Enhances stable


See at CRAN