Estimation and simulation of first-order Beta-t-EGARCH models (one-component, two-component, skewed versions).
| Version: | 2.0 |
| Published: | 2013-05-27 |
| Author: | Genaro Sucarrat |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| License: | GPL-2 |
| URL: | http://www.sucarrat.net/ |
| NeedsCompilation: | yes |
| In views: | Finance |
| CRAN checks: | betategarch results |
| Package source: | betategarch_2.0.tar.gz |
| MacOS X binary: | betategarch_2.0.tgz |
| Windows binary: | betategarch_2.0.zip |
| Reference manual: | betategarch.pdf |
| Old sources: | betategarch archive |