betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
Version 3.3

Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).

Package details

AuthorGenaro Sucarrat
Date of publication2016-10-16 20:09:51
MaintainerGenaro Sucarrat <[email protected]>
Package repositoryView on CRAN
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betategarch documentation built on May 30, 2017, 1:28 a.m.