Package: GARCHIto
Type: Package
Title: Class of GARCH-Ito Models
Version: 0.1.0
Author: Xinyu Song
Maintainer: Xinyu Song <song.xinyu@mail.shufe.edu.cn>
Description: Provides functions to estimate model parameters and forecast future volatilities using the Unified GARCH-Ito [Kim and Wang (2016) <doi:10.1016/j.jeconom.2016.05.003>] and Realized GARCH-Ito [Song et. al. (2020) <doi:10.1016/j.jeconom.2020.07.007>] models. Optimization is done using augmented Lagrange multiplier method.  
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Imports: Rsolnp, stats
Depends: R (>= 2.10)
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2020-09-05 07:43:14 UTC; cindysong
Repository: CRAN
Date/Publication: 2020-09-14 09:10:14 UTC
Built: R 4.6.0; ; 2026-04-28 03:45:29 UTC; unix
