Name | Description | Type | Package | Framework |
GARCH11Model | An GARCH11 model takes this form. | Class | com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch | SuanShu |
GARCHFit | This implementation fits, for a data set, a Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model | Class | com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch | SuanShu |
GARCHFit .GRADIENT | the available methods to compute the gradient to guild the optimization searchuse the analytical gradient formulae in the references, eqs. | Class | com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch | SuanShu |
GARCHModel | The GARCH(p, q) model takes this form. | Class | com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch | SuanShu |
GARCHSim | This class simulates the GARCH models of this form. | Class | com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch | SuanShu |