Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
Version: | 3.3 |
Depends: | R (≥ 2.15.0), zoo |
Published: | 2016-10-16 |
DOI: | 10.32614/CRAN.package.betategarch |
Author: | Genaro Sucarrat |
Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
License: | GPL-2 |
URL: | http://www.sucarrat.net/ |
NeedsCompilation: | yes |
Materials: | NEWS |
In views: | Finance |
CRAN checks: | betategarch results |
Reference manual: | betategarch.pdf |
Package source: | betategarch_3.3.tar.gz |
Windows binaries: | r-devel: betategarch_3.3.zip, r-release: betategarch_3.3.zip, r-oldrel: betategarch_3.3.zip |
macOS binaries: | r-release (arm64): betategarch_3.3.tgz, r-oldrel (arm64): betategarch_3.3.tgz, r-release (x86_64): betategarch_3.3.tgz, r-oldrel (x86_64): betategarch_3.3.tgz |
Old sources: | betategarch archive |
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