Quick info
Genaro Sucarrat has worked on 6 packages so far. In total, Genaro Sucarrat has worked with 5 other authors on those packages. A true team player!
Packages overview
Package details
betategarch | Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models |
garchx | Flexible and Robust GARCH-X Modelling |
gets | General-to-Specific (GETS) Modelling and Indicator Saturation Methods Genaro Sucarrat , Felix Pretis , James Reade , Jonas Kurle , Moritz Schwarz |
gfunctions | G-Functions |
lgarch | Simulation and Estimation of Log-GARCH Models |
tvgarch | Time Varying GARCH Modelling Susana Campos-Martins , Genaro Sucarrat |