Genaro Sucarrat, “betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models”, R Journal, 2013, 5(2), 137-147, https://doi.org/10.32614/RJ-2013-034
BibTeX
@article{RJ-2013-034,
author = {Genaro Sucarrat},
title = {betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models},
journal = {R Journal},
year = {2013},
volume = {5},
issue = {2},
pages = {137-147},
note = {https://journal.r-project.org/articles/RJ-2013-034/}
}