RobGARCHBoot (Q132026)

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Robust Bootstrap Forecast Densities for GARCH Models
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RobGARCHBoot
Robust Bootstrap Forecast Densities for GARCH Models

    Statements

    last update
    17 December 2020
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    software version identifier
    1.2.0
    publication date
    17 December 2020
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    instance of
    R package
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    programmed in
    R
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    author
    Carlos Trucíos
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    depends on software
    R
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    imports
    Rcpp
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    foreach
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    doParallel
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    doRNG
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    Identifiers

    CRAN project
    RobGARCHBoot
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