genaro.sucarrat@bi.no


Packages by Genaro Sucarrat

betategarch — 3.4

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

gets — 0.38

General-to-Specific (GETS) Modelling and Indicator Saturation Methods

lgarch — 0.7

Simulation and Estimation of Log-GARCH Models