G05HKF
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Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 |
G05HLF
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Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 |
G05HMF
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Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
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G05HNF
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Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
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G13FAF
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Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 |
G13FBF
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Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 |
G13FCF
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Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 |
G13FDF
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Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 |
G13FEF
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Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
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G13FFF
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Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
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G13FGF
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Univariate time series, forecast function for an exponential GARCH (EGARCH) process
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G13FHF
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Univariate time series, forecast function for an exponential GARCH (EGARCH) process
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