betategarch (version 3.3)

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

Description

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

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Install

install.packages('betategarch')

Monthly Downloads

343

Version

3.3

License

GPL-2

Maintainer

Last Published

October 16th, 2016

Functions in betategarch (3.3)