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).

Package details

AuthorGenaro Sucarrat
MaintainerGenaro Sucarrat <[email protected]>
LicenseGPL-2
Version3.3
URL http://www.sucarrat.net/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("betategarch")

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betategarch documentation built on May 2, 2019, 10:15 a.m.