Package: betategarch
Version: 3.4
Date: 2025-03-26
Title: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH
        Models
Authors@R: person(given = "Genaro", family = "Sucarrat", role = c("aut", "cre"), email = "genaro.sucarrat@bi.no")
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
Depends: R (>= 3.4.0), zoo
URL: https://www.sucarrat.net/
Description: Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
License: GPL-2
NeedsCompilation: yes
Packaged: 2025-03-26 10:32:32 UTC; sucarrat
Author: Genaro Sucarrat [aut, cre]
Repository: CRAN
Date/Publication: 2025-03-26 11:40:03 UTC
Built: R 4.3.3; aarch64-apple-darwin20; 2025-03-26 12:32:20 UTC; unix
Archs: betategarch.so.dSYM
