CRAN/E | R Packages from Genaro Sucarrat

Genaro Sucarrat

Author of 6 R packages

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

betategarch
garchx
gets
gfunctions
lgarch
tvgarch

Package details

betategarch

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

Genaro Sucarrat

garchx

Flexible and Robust GARCH-X Modelling

Genaro Sucarrat

gets

General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Genaro Sucarrat , Felix Pretis , James Reade , Jonas Kurle , Moritz Schwarz

gfunctions

G-Functions

Genaro Sucarrat

lgarch

Simulation and Estimation of Log-GARCH Models

Genaro Sucarrat

tvgarch

Time Varying GARCH Modelling

Susana Campos-Martins , Genaro Sucarrat

Colleagues

Felix Pretis
James Reade
Jonas Kurle
Moritz Schwarz
Susana Campos-Martins