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betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
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Package details |
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| Author | Genaro Sucarrat |
| Maintainer | Genaro Sucarrat <genaro.sucarrat@bi.no> |
| License | GPL-2 |
| Version | 3.3 |
| URL | http://www.sucarrat.net/ |
| Package repository | View on CRAN |
| Installation |
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