betategarch-package |
Simulation, estimation and forecasting of Beta-Skew-t-EGARCH models |
betategarch |
Simulation, estimation and forecasting of Beta-Skew-t-EGARCH models |
coef.tegarch |
Extraction methods for 'tegarch' objects |
dST |
The skewed t distribution |
fitted.tegarch |
Extraction methods for 'tegarch' objects |
logLik.tegarch |
Extraction methods for 'tegarch' objects |
nasdaq |
Daily Apple stock returns |
predict.tegarch |
Generate volatility forecasts _n_-steps ahead |
print.tegarch |
Extraction methods for 'tegarch' objects |
residuals.tegarch |
Extraction methods for 'tegarch' objects |
rST |
The skewed t distribution |
STkurtosis |
The skewed t distribution |
STmean |
The skewed t distribution |
STskewness |
The skewed t distribution |
STvar |
The skewed t distribution |
summary.tegarch |
Extraction methods for 'tegarch' objects |
tegarch |
Estimate first order Beta-Skew-t-EGARCH models |
tegarchLogl |
Auxiliary functions |
tegarchLogl2 |
Auxiliary functions |
tegarchRecursion |
Auxiliary functions |
tegarchRecursion2 |
Auxiliary functions |
tegarchSim |
Simulate from a first order Beta-Skew-t-EGARCH model |
vcov.tegarch |
Extraction methods for 'tegarch' objects |