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betategarch

Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models

v3.4 · Mar 26, 2025 · GPL-2
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Description

Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies zoo betategarch

Version History

new 3.4 Mar 10, 2026
updated 3.4 ← 3.3 diff Mar 25, 2025
updated 3.3 ← 3.2 diff Oct 15, 2016
updated 3.2 ← 3.1 diff Sep 17, 2014
updated 3.1 ← 3.0 diff Dec 8, 2013
updated 3.0 ← 2.0 diff Oct 16, 2013
updated 2.0 ← 1.3 diff May 26, 2013
updated 1.3 ← 1.2 diff Sep 5, 2012
updated 1.2 ← 1.1 diff Jun 3, 2012
updated 1.1 ← 1.0 diff Oct 26, 2011
new 1.0 Sep 27, 2011