R: Robust Bootstrap Forecast Densities for GARCH Models

# Robust Bootstrap Forecast Densities for GARCH Models

## Documentation for package ‘RobGARCHBoot’ version 1.2.0

- DESCRIPTION file
- Package README

## Help Pages

RobGARCHBoot-package | Robust Bootstrap Forecast Densities for GARCH Models
fitted_Vol | Estimated Volatility
returnsexample | Time series returns for illustrative purposes
RobGARCHBoot | Robust GARCH bootstrap procedure
RobGARCHBootParallel | Parallel implementation of the Robust GARCH bootstrap procedure
ROBUSTGARCH | Robust GARCH Estimator
ROBUSTGARCHloss_RCPP | Loss function used in GARCH robust estimation.