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betategarch

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swMATH26713CRANbetategarchMaRDI QIDQ38442FDOQ38442

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

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


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