| G13FAF
|
Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the
form (εt − 1 + γ)2 |
| G13FBF
|
Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form
(εt − 1 + γ)2 |
| G13FCF
|
Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| G13FDF
|
Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 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 |