E Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : EGARCH

G05HNF   Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
G13FGF   Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process
G13FHF   Univariate time series, forecast function for an exponential GARCH (EGARCH) process

E Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
The Numerical Algorithms Group Ltd, Oxford UK. 2006