Package: RobGARCHBoot
Type: Package
Title: Robust Bootstrap Forecast Densities for GARCH Models
Version: 1.0.0
Date: 2019-11-01
Author: Carlos Trucios
Maintainer: Carlos Trucios <ctrucios@gmail.com>
Description: Bootstrap forecast densities for GARCH (Generalized Autoregressive Conditional Heteroskedastic) returns and volatilities using the robust residual-based bootstrap procedure of Trucios, Hotta and Ruiz (2017) <DOI:10.1080/00949655.2017.1359601>.
Encoding: UTF-8
License: GPL (>= 2)
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 1.0.1)
LinkingTo: Rcpp, RcppArmadillo
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2019-10-31 23:14:27 UTC; ctruciosm
Repository: CRAN
Date/Publication: 2019-11-04 17:30:05 UTC
