betategarch

Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models

CRAN Package

Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).

  • Version3.3
  • R version≥ 2.15.0
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release10/16/2016

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  • Depends2 packages