GARCHSK: GARCHSK
In GARCHSK: Estimating a GARCHSK Model and GJRSK Model
Description
Functions for estimating GARCHSK model and GJRSK model based on a publication by Leon et,al (2005).
GARCHSK documentation built on July 22, 2021, 9:08 a.m.
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Description
Functions for estimating GARCHSK model and GJRSK model based on a publication by Leon et,al (2005).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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