G05PEF | Generates a realisation of a time series from a GARCH process with asymmetry of the form ${\left(\left|{\epsilon}_{t-1}\right|+\gamma {\epsilon}_{t-1}\right)}^{2}$ |

G05PFF | Generates a realisation of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

G05PGF | Generates a realisation of a time series from an exponential GARCH (EGARCH) process |

G13FAF | Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form ${\left({\epsilon}_{t-1}+\gamma \right)}^{2}$ |

G13FBF | Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form ${\left({\epsilon}_{t-1}+\gamma \right)}^{2}$ |

G13FCF | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form ${\left(\left|{\epsilon}_{t-1}\right|+\gamma {\epsilon}_{t-1}\right)}^{2}$ |

G13FDF | Univariate time series, forecast function for a GARCH process with asymmetry of the form ${\left(\left|{\epsilon}_{t-1}\right|+\gamma {\epsilon}_{t-1}\right)}^{2}$ |

G13FEF | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

G13FFF | Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH 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 |

© The Numerical Algorithms Group Ltd, Oxford UK. 2013