garchsk_ineqfun

<p>vector of GARCHSK model parameters(p1,const2,p2,q2,r2,const3,p3,q3,r3,const4,p4,q4,r4)</p>

params

data

<p>This function is inequality equation of GARCHSK parameters used in optimization process(Rsolnp).</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.

garchsk_ineqfun: This function is inequality equation of GARCHSK parameters used in optimization process(Rsolnp).

Description

Usage

Arguments

Value