betategarch
Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.4 |
2026-04-09 windows/windows R-4.5 | betategarch_3.4.zip |
129.8 KiB |