| GEVStableGarch-package | ARMA-GARCH/APARCH modelling with GEV and stable distributions |
| Datasets | Time Series Data Sets |
| dem2gbp | Time Series Data Sets |
| dgat | Generalized Asymmetric t Distribution |
| dskstd | Skew Student's t Distribtuion from Fernandez and Steel (1997) |
| gat | Generalized Asymmetric t Distribution |
| GEVStableGarch | ARMA-GARCH/APARCH modelling with GEV and stable distributions |
| GEVSTABLEGARCH-class | Class '"GEVSTABLEGARCH"' |
| GEVSTABLEGARCHSPEC-class | Class '"GEVSTABLEGARCHSPEC"' |
| gsFit | Estimation of ARMA-GARCH/APARCH models |
| gsMomentAparch | Computation of moments for several conditional distribution |
| gsSelect | Selects the best model according to goodness-of-fit criteria |
| gsSim | Simulation of ARMA-GARCH/APARCH process |
| gsSpec | Specification of ARMA-GARCH/APARCH models with GEV or stable distributions |
| pgat | Generalized Asymmetric t Distribution |
| pskstd | Skew Student's t Distribtuion from Fernandez and Steel (1997) |
| qgat | Generalized Asymmetric t Distribution |
| qskstd | Skew Student's t Distribtuion from Fernandez and Steel (1997) |
| rgat | Generalized Asymmetric t Distribution |
| rskstd | Skew Student's t Distribtuion from Fernandez and Steel (1997) |
| show,GEVSTABLEGARCH-update | Class '"GEVSTABLEGARCH"' |
| show,GEVSTABLEGARCHSPEC-update | Class '"GEVSTABLEGARCHSPEC"' |
| show-method | GEVSTABLEGARCH Package Show Methods |
| show-methods | GEVSTABLEGARCH Package Show Methods |
| skstd | Skew Student's t Distribtuion from Fernandez and Steel (1997) |
| sp500dge | Time Series Data Sets |