Man pages for betategarch
Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
| betategarch-package | Simulation, estimation and forecasting of Beta-Skew-t-EGARCH... |
| coef.tegarch | Extraction methods for 'tegarch' objects |
| dST | The skewed t distribution |
| nasdaq | Daily Apple stock returns |
| predict.tegarch | Generate volatility forecasts _n_-steps ahead |
| tegarch | Estimate first order Beta-Skew-t-EGARCH models |
| tegarchLogl | Auxiliary functions |
| tegarchSim | Simulate from a first order Beta-Skew-t-EGARCH model |
