betategarch (3.3)
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 over 2 years ago.
8 previous versions
- betategarch_3.2. Released over 4 years ago.
- betategarch_3.1. Released over 5 years ago.
- betategarch_3.0. Released over 5 years ago.
- betategarch_2.0. Released almost 6 years ago.
- betategarch_1.3. Released over 6 years ago.
- betategarch_1.2. Released almost 7 years ago.
- betategarch_1.1. Released over 7 years ago.
- betategarch_1.0. Released over 7 years ago.
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