kurtosis

data

<p>This function calculates kurtosis of given data.</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

kurtosis: This function calculates kurtosis of given data.

Description

Usage

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