GEVStableGarch (1.1)

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ARMA-GARCH/APARCH Models with GEV and Stable Distributions.

Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.

Maintainer: Thiago do Rego Sousa
Author(s): Thiago Sousa [aut, cre], Cira Otiniano [ctb], Silvia Lopes [ctb], Diethelm Wuertz [ctb, cph]

License: GPL (>= 2)

Uses: fExtremes, fGarch, Rsolnp, skewt, stabledist, timeDate, timeSeries

Released almost 5 years ago.

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