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).
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curl https://depscope.dev/api/check/cran/betategarchFirst published · 2025-03-26 11:52:10
Last updated · 2025-03-26T10:40:03+00:00