Package: RobGARCHBoot
Type: Package
Title: Robust Bootstrap Forecast Densities for GARCH Models
Version: 1.2.0
Date: 2020-12-16
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 (>= 3.6.0)
Imports: Rcpp (>= 1.0.3), foreach, doParallel, doRNG
LinkingTo: Rcpp, RcppArmadillo
LazyData: true
RoxygenNote: 7.1.1
Repository: https://ctruciosm.r-universe.dev
Date/Publication: 2020-12-17 11:03:31 UTC
RemoteUrl: https://github.com/ctruciosm/robgarchboot
RemoteRef: HEAD
RemoteSha: 8cadb34f109a8d6e381fac08593a24f842ee80b6
NeedsCompilation: yes
Packaged: 2026-10-17 10:58:28 UTC; root