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

Documentation

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Depends1 package