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>.
Version: 1.2.0 Depends: R (≥ 3.6.0) Imports: Rcpp (≥ 1.0.3), foreach, doParallel, doRNG LinkingTo: Rcpp, RcppArmadillo Published: 2020-12-17 DOI: 10.32614/CRAN.package.RobGARCHBoot Author: Carlos Trucios Maintainer: Carlos Trucios <ctrucios at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes Materials: README CRAN checks: RobGARCHBoot results Documentation: Reference manual: RobGARCHBoot.pdf Downloads: Package source: RobGARCHBoot_1.2.0.tar.gz Windows binaries: r-devel: RobGARCHBoot_1.2.0.zip, r-release: RobGARCHBoot_1.2.0.zip, r-oldrel: RobGARCHBoot_1.2.0.zip macOS binaries: r-release (arm64): RobGARCHBoot_1.2.0.tgz, r-oldrel (arm64): RobGARCHBoot_1.2.0.tgz, r-release (x86_64): RobGARCHBoot_1.2.0.tgz, r-oldrel (x86_64): RobGARCHBoot_1.2.0.tgz Old sources: RobGARCHBoot archive Linking:Please use the canonical form https://CRAN.R-project.org/package=RobGARCHBoot to link to this page.
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