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 |