Keyword : GARCH

G05PEF	Generates a realisation of a time series from a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$
G05PFF	Generates a realisation of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
G05PGF	Generates a realisation of a time series from 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 ${(ε_{t - 1} + γ)}^{2}$
G13FBF	Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form ${(ε_{t - 1} + γ)}^{2}$
G13FCF	Univariate time series, parameter estimation for a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$
G13FDF	Univariate time series, forecast function for a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$
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