<p>GBP/USD exchange rate from 1990-01-03 to 2002-5-3 from Bloomberg.</p>

Functions for estimating a GARCHSK model and GJRSK model based on a publication by Leon et,al (2005)<doi:10.1016/j.qref.2004.12.020> and Nakagawa and Uchiyama (2020)<doi:10.3390/math8111990>. These are a GARCH-type model allowing for time-varying volatility, skewness and kurtosis.

Kei Nakagawa

GARCHSK

GBP: GBP/USD exchange rate from 1990-01-03 to 2002-5-3 from Bloomberg.

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