Estimation and simulation of the first-order Beta-t-EGARCH model of Andrew Harvey.
| Version: | 1.1 |
| Depends: | R (≥ 2.13.0) |
| Published: | 2011-10-27 |
| Author: | Genaro Sucarrat |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| License: | GPL-2 |
| URL: | http://www.sucarrat.net/ |
| In views: | Finance |
| CRAN checks: | betategarch results |
| Package source: | betategarch_1.1.tar.gz |
| MacOS X binary: | betategarch_1.1.tgz |
| Windows binary: | betategarch_1.1.zip |
| Reference manual: | betategarch.pdf |
| Old sources: | betategarch archive |