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Functions for estimating a GARCHSK model and GJRSK model based on a publication by Leon et,al (2005)doi:10.1016/j.qref.2004.12.020 and Nakagawa and Uchiyama (2020)doi:10.3390/math8111990. These are a GARCH-type model allowing for time-varying volatility, skewness and kurtosis.
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