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).

Version: 3.1
Depends: R (≥ 2.15.0), zoo
Published: 2013-12-09
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

Downloads:

Reference manual: betategarch.pdf
Package source: betategarch_3.1.tar.gz
Windows binaries: r-devel: betategarch_3.1.zip, r-release: betategarch_3.1.zip, r-oldrel: betategarch_3.1.zip
OS X Snow Leopard binaries: r-release: betategarch_3.1.tgz, r-oldrel: betategarch_3.1.tgz
OS X Mavericks binaries: r-release: betategarch_3.1.tgz
Old sources: betategarch archive