GARCHSK

Functions for estimating a GARCHSK model and GJRSK model based on a publication by Leon et,al (2005)[https://doi.org/10.1016%2Fj.qref.2004.12.020] and Nakagawa and Uchiyama (2020)[https://doi.org/10.3390%2Fmath8111990]. These are a GARCH-type model allowing for time-varying volatility, skewness and kurtosis.

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