Class | Description |
---|---|
GARCH11Model |
An GARCH11 model takes this form.
|
GARCHFit |
This implementation fits, for a data set, a Generalized Autoregressive Conditional
Heteroscedasticity (GARCH) model
by maximizing the likelihood function using the gradient information.
|
GARCHModel |
The GARCH(p, q) model takes this form.
|
GARCHSim |
This class simulates the GARCH models of this form.
|
Enum | Description |
---|---|
GARCHFit.GRADIENT |
the available methods to compute the gradient to guild the optimization search
|
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