Skip to contents

Authors and Citation

Authors

  • Thiago do Rego Sousa. Author, maintainer.

  • Cira Otiniano. Contributor.

  • Silvia Lopes. Contributor.

  • Diethelm Wuertz. Contributor, copyright holder.
    filter and model structure adapted from fGarch

Citation

Source: inst/CITATION

do Rego Sousa T, Otiniano C, Lopes S (2026). GEVStableGarch: ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations. R package version 2.0.0, https://github.com/thiagodoregosousa/GEVStableGarch. 

@Manual{,
  title = {{GEVStableGarch}: ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations},
  author = {Thiago {do Rego Sousa} and Cira Otiniano and Silvia Lopes},
  year = {2026},
  note = {R package version 2.0.0},
  url = {https://github.com/thiagodoregosousa/GEVStableGarch},
}