betategarch (3.3)

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Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models.

http://www.sucarrat.net/
http://cran.r-project.org/web/packages/betategarch

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

Maintainer: Genaro Sucarrat
Author(s): Genaro Sucarrat

License: GPL-2

Uses: zoo

Released 7 months ago.


8 previous versions

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