gjrsk_lik {GARCHSK}

This function calculates the log-likelihood of GJRSK model.

Description

This function calculates the log-likelihood of GJRSK model.

Usage

gjrsk_lik(params, data)

Arguments

params

vector of GJRSK model parameters(p1,const2,p2,q2,r2,const3,p3,q3,r3,const4,p4,q4,r4)

data

vector time series data

Value

(negative) log-likelihood of GJRSK model