CRAN/E | betategarch

betategarch

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

Installation

About

Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).

www.sucarrat.net/

Key Metrics

Version	3.3
R	≥ 2.15.0
Published	2016-10-16 2743 days ago
Needs compilation?	yes
License	GPL-2
CRAN checks	betategarch results

Downloads

Yesterday	16 0%
Last 7 days	67 +31%
Last 30 days	321 -31%
Last 90 days	1.264 +44%
Last 365 days	4.134 -19%

Maintainer

Maintainer

Genaro Sucarrat

genaro.sucarrat@bi.no

Authors

Genaro Sucarrat

Material

NEWS
Reference manual
Package source

In Views

Finance

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

betategarch archive

Depends

R	≥ 2.15.0
zoo