GARCHSK                 GARCHSK
GBP                     GBP/USD exchange rate from 1990-01-03 to
                        2002-5-3 from Bloomberg.
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.
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.
