CRAN
GEVStableGarch 1.1
ARMA-GARCH/APARCH Models with GEV and Stable Distributions
Released Aug 20, 2015 by Thiago Sousa
This package cannot yet be used with Renjin it depends on other packages which are not available: fGarch 3042.83, timeSeries 3042.102, and fExtremes 3042.82
Dependencies
timeSeries 3042.102 fExtremes 3042.82 fGarch 3042.83 skewt 0.1 Rsolnp 1.16 stabledist 0.7-1 timeDate 3043.102
Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.