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: 2026-07-08 08:28:41 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2020-09-14 08:10:14 UTC
RemoteUrl: https://github.com/cran/GARCHIto
RemoteRef: HEAD
RemoteSha: 08c44d37196e926159c485e0c8c33a8f6bb31102