betategarch

MaRDI QIDQ38442swMATHCRANFDO

Authors Genaro Sucarrat

Last update 16 October 2016

Copyright license GNU General Public License, version 2.0

Software version identifier 3.3

Official website https://cran.r-project.org/web/packages/betategarch/index.html

Source code repository https://github.com/cran/betategarch

Cited in

(2)

• DySco
• EGARCH models with fat tails, skewness and leverage

This page was built for software: betategarch