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: 3.3
Depends: R (≥ 2.15.0), zoo
Published: 2016-10-16
DOI: 10.32614/CRAN.package.betategarch
Author: Genaro Sucarrat
Maintainer: Genaro Sucarrat <genaro.sucarrat at>
License: GPL-2
NeedsCompilation: yes
Materials: NEWS
In views: Finance
CRAN checks: betategarch results


Reference manual: betategarch.pdf


Package source: betategarch_3.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): betategarch_3.3.tgz, r-oldrel (arm64): betategarch_3.3.tgz, r-release (x86_64): betategarch_3.3.tgz, r-oldrel (x86_64): betategarch_3.3.tgz
Old sources: betategarch archive


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