betategarch

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

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

Cited In (1)

• EGARCH models with fat tails, skewness and leverage

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