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