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betategarch  

Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
View on CRAN: Click here


Download and install betategarch package within the R console
Install from CRAN:
install.packages("betategarch")

Install from Github:
library("remotes")
install_github("cran/betategarch")

Install by package version:
library("remotes")
install_version("betategarch", "3.4")



Attach the package and use:
library("betategarch")
Maintained by
Genaro Sucarrat
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-09-28
Latest Update: 2025-03-26
Description:
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
How to cite:
Genaro Sucarrat (2011). betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models. R package version 3.4, https://cran.r-project.org/web/packages/betategarch. Accessed 09 Jun. 2026.
Previous versions and publish date:
1.0 (2011-09-28 09:02), 1.1 (2011-10-27 07:44), 1.2 (2012-06-04 15:56), 1.3 (2012-09-06 19:15), 2.0 (2013-05-27 22:40), 3.0 (2013-10-17 17:48), 3.1 (2013-12-09 21:13), 3.2 (2014-09-18 17:28), 3.3 (2016-10-16 20:09)
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Complete documentation for betategarch
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