lgarch : Simulation and Estimation of Log-GARCH Models

Package: lgarch
Type: Package
Title: Simulation and Estimation of Log-GARCH Models
Version: 0.6-2
Depends: R (>= 2.15.0), zoo
Date: 2015-09-14
Author: Genaro Sucarrat
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
URL: http://www.sucarrat.net/
Description: Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.
License: GPL-2
NeedsCompilation: yes
Packaged: 2015-09-15 14:53:03 UTC; admin
Repository: CRAN
Date/Publication: 2015-09-15 19:46:40