absMoments

Computes absolute Moments of the skew Normal, 
 skew GED, and standardized skew Student-t 
 distributions

distribution

Analyze and model heteroskedastic behavior in financial time series.

Georgi Boshnakov

fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Diethelm Wuertz

Yohan Chalabi

Tobias Setz

Martin Maechler

Chris Boudt

Pierre Chausse

Michal Miklovac

absMoments function

<dl>
 <dt>density</dt>
<dd>a character string naming the symmetric density function.</dd> <dt>n</dt>
<dd>the number of absolute Moments.</dd>
 
 <dt>...</dt>
<dd>parameters passed to the density function.</dd> 
</dl>

Arguments

Diethelm Wuertz for the Rmetrics R-port.

Author

Absolute Moments of GARCH Distributions — absMoments

<dl>


 <dt>density</dt>
<dd>a character string naming the symmetric density function.</dd>

 <dt>n</dt>
<dd>the number of absolute Moments.</dd>
 
 <dt>...</dt>
<dd>parameters passed to the density function.</dd>

 
</dl>

Diethelm Wuertz for the Rmetrics R-port.

absMoments: Absolute Moments of GARCH Distributions

Description

Usage

Value

Arguments

Author

References

Examples