Nothing
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).
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Genaro Sucarrat |
| Maintainer | Genaro Sucarrat <[email protected]> |
| License | GPL-2 |
| Version | 3.3 |
| URL | http://www.sucarrat.net/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the betategarch package in your browser
Any scripts or data that you put into this service are public.
