betategarch (Q38442)
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Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | betategarch |
Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models |
Statements
26 March 2025
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Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
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Identifiers
22 January 2021
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