EGARCH

G05HNF   Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
G13FGF   Univariate time series, forecast function for an exponential GARCH (EGARCH) process
G13FHF   Univariate time series, forecast function for an exponential GARCH (EGARCH) process

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Keywords in Context Index
© The Numerical Algorithms Group Ltd, Oxford UK. 2001