GARCHSK (Q123512)

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Estimating a GARCHSK Model and GJRSK Model
Language Label Description Also known as
English
GARCHSK
Estimating a GARCHSK Model and GJRSK Model

    Statements

    instance of
    R package
    0 references
    last update
    22 July 2021
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    software version identifier
    0.1.0
    publication date
    22 July 2021
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    author
    Kei Nakagawa
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    imports
    stats
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    Rsolnp
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    programmed in
    R
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    Identifiers

    CRAN project
    GARCHSK
    0 references
     
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