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
NeedsCompilation: yes
Packaged: 2020-12-17 12:11:28 UTC; ctruciosm
Repository: CRAN
Date/Publication: 2020-12-17 13:40:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 19:52:28 UTC; unix
Archs: RobGARCHBoot.so.dSYM
