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

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

## Documentation for package ‘betategarch’ version 3.4

- DESCRIPTION file
- Code demos. Use demo() to run them.
- Package NEWS

## Help Pages

betategarch-package | Simulation, estimation and forecasting of Beta-Skew-t-EGARCH models
betategarch | Simulation, estimation and forecasting of Beta-Skew-t-EGARCH models
coef.tegarch | Extraction methods for 'tegarch' objects
dST | The skewed t distribution
fitted.tegarch | Extraction methods for 'tegarch' objects
logLik.tegarch | Extraction methods for 'tegarch' objects
nasdaq | Daily Apple stock returns
predict.tegarch | Generate volatility forecasts _n_-steps ahead
print.tegarch | Extraction methods for 'tegarch' objects
residuals.tegarch | Extraction methods for 'tegarch' objects
rST | The skewed t distribution
STkurtosis | The skewed t distribution
STmean | The skewed t distribution
STskewness | The skewed t distribution
STvar | The skewed t distribution
summary.tegarch | Extraction methods for 'tegarch' objects
tegarch | Estimate first order Beta-Skew-t-EGARCH models
tegarchLogl | Auxiliary functions
tegarchLogl2 | Auxiliary functions
tegarchRecursion | Auxiliary functions
tegarchRecursion2 | Auxiliary functions
tegarchSim | Simulate from a first order Beta-Skew-t-EGARCH model
vcov.tegarch | Extraction methods for 'tegarch' objects