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Genaro Sucarrat
https://www.github.com/null
Author or maintainer of the following packages:
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General-to-Specific (GETS) modelling of the mean and variance of a regression. NOTE: The package has...
betategarch
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-c...
gets
Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicat...
lgarch
Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the...
Impact Percentile
56
Number of Packages
4
Package Downloads
57,707
Citations
0
Top Collaborators
Felix Pretis
James Reade
