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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.
Corresponding BibTeX entry:
@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},
}
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