Man pages for betategarch
Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models

betategarch-packageSimulation, estimation and forecasting of Beta-Skew-t-EGARCH...
coef.tegarchExtraction methods for 'tegarch' objects
dSTThe skewed t distribution
nasdaqDaily Apple stock returns
predict.tegarchGenerate volatility forecasts _n_-steps ahead
tegarchEstimate first order Beta-Skew-t-EGARCH models
tegarchLoglAuxiliary functions
tegarchSimSimulate from a first order Beta-Skew-t-EGARCH model
betategarch documentation built on May 2, 2019, 10:15 a.m.