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RobGARCHBoot - MaRDI portal

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

    Identifiers

    CRAN project
    RobGARCHBoot
    0 references
     
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