betategarch (3.3)

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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).

Maintainer: Genaro Sucarrat
Author(s): Genaro Sucarrat

License: GPL-2

Uses: zoo

Released about 3 years ago.

8 previous versions



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