R: Estimating a GARCHSK Model and GJRSK Model

# Estimating a GARCHSK Model and GJRSK Model

## Documentation for package ‘GARCHSK’ version 0.1.0

- DESCRIPTION file

## Help Pages

GARCHSK-package | GARCHSK
GARCHSK | GARCHSK
garchsk_construct | This function constructs GARCHSK model of given data and parameters.
garchsk_est | This function estimates GARCHSK model's parameters.
garchsk_fcst | This function forcasts conditional mean,variance,skewness and kurtosis with given GARCHSK model.
garchsk_ineqfun | This function is inequality equation of GARCHSK parameters used in optimization process(Rsolnp).
garchsk_lik | This function calculates the log-likelihood of GARCHSK model.
GBP | GBP/USD exchange rate from 1990-01-03 to 2002-5-3 from Bloomberg.
gjrsk_construct | This function constructs GJRSK model of given data and parameters.
gjrsk_est | This function estimates GJRSK model's parameters.
gjrsk_fcst | This function forcasts conditional mean,variance,skewness and kurtosis with given GJRSK model.
gjrsk_ineqfun | This function is inequality equation of GJRSK parameters used in optimization process(Rsolnp).
gjrsk_lik | This function calculates the log-likelihood of GJRSK model.
kurtosis | This function calculates kurtosis of given data.
skewness | This function calculates skewness of given data.