r-betategarch
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
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Summary
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
Last Updated
Aug 19, 2019 at 10:33
License
GPL-2
Supported Platforms
linux-64
macOS-64
win-64