Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH
Models
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Documentation for package ‘betategarch’ version 3.3
- DESCRIPTION file.
- Code demos. Use demo() to run them.
- Package NEWS.
Help Pages
| 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 |