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>
License: GPL-2
NeedsCompilation: yes
In views: Finance
CRAN checks: betategarch results


Reference manual: betategarch.pdf
Package source: betategarch_3.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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