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).

AuthorGenaro Sucarrat
Date of publication2016-10-16 20:09:51
MaintainerGenaro Sucarrat <genaro.sucarrat@bi.no>
LicenseGPL-2
Version3.3
http://www.sucarrat.net/

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