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depscope/cran/betategarch

betategarch

cranv3.4

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).

License GPL-2strong copyleft0 versions1 maintainers1 deps100 weekly dl
https://CRAN.R-project.org/package=betategarch
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  • Low health score (38/100)
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5/25
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0/20
popularity
25/25
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6/15
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2/15
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First published · 2025-03-26 11:52:10

Last updated · 2025-03-26T10:40:03+00:00

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