g05pec | Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t − 1}| + γε_{t − 1})^{2} |

g05pfc | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

g05pgc | Generates a realization of a time series from an exponential GARCH (EGARCH) process |

g13fac | Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the
form (ε_{t − 1} + γ)^{2} |

g13fbc | Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form
(ε_{t − 1} + γ)^{2} |

g13fcc | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|ε_{t − 1}| + γε_{t − 1})^{2} |

g13fdc | Univariate time series, forecast function for a GARCH process with asymmetry of the form (|ε_{t − 1}| + γε_{t − 1})^{2} |

g13fec | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

g13ffc | Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

© The Numerical Algorithms Group Ltd, Oxford UK. 2012