skewness

data

<p>This function calculates skewness 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

skewness: This function calculates skewness of given data.

Description

Usage

Arguments

Value