goest-methods function

Methods for Function goest

Methods for Function goest

These are methods for estimating GO-GARCH models. Currently only a method for estimating GO-GARCH models by Maximum-Likelihood is implemented. latin1

methods

Methods

  • goest: signature(object = "Goestica")
  • goest: signature(object = "Goestmm")
  • goest: signature(object = "Goestml")
  • goest: signature(object = "Goestnls")

Details

The declared estimation methods are called from function gogarch.

Author(s)

Bernhard Pfaff

See Also

garchFit, Goestica, Goestml, Goestnls, Goestmm, gogarch

  • Maintainer: Bernhard Pfaff
  • License: GPL (>= 2)
  • Last published: 2022-04-29

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