Man pages for GARCHSK
Estimating a GARCHSK Model and GJRSK Model
| GARCHSK | GARCHSK |
| garchsk_construct | This function constructs GARCHSK model of given data and... |
| garchsk_est | This function estimates GARCHSK model's parameters. |
| garchsk_fcst | This function forcasts conditional mean,variance,skewness and... |
| garchsk_ineqfun | This function is inequality equation of GARCHSK parameters... |
| garchsk_lik | This function calculates the log-likelihood of GARCHSK model. |
| GBP | GBP/USD exchange rate from 1990-01-03 to 2002-5-3 from... |
| gjrsk_construct | This function constructs GJRSK model of given data and... |
| gjrsk_est | This function estimates GJRSK model's parameters. |
| gjrsk_fcst | This function forcasts conditional mean,variance,skewness and... |
| gjrsk_ineqfun | This function is inequality equation of GJRSK parameters used... |
| gjrsk_lik | This function calculates the log-likelihood of GJRSK model. |
| kurtosis | This function calculates kurtosis of given data. |
| skewness | This function calculates skewness of given data. |
