| Name : R-GARCHSK
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.12
| Date : 2024-06-14 11:24:52
|
| Group : Development/Libraries/Other
| Source RPM : R-GARCHSK-0.1.0-lp153.1.12.src.rpm
|
| Size : 0.08 MB
| |
| Packager : (none)
| |
| Summary : Estimating a GARCHSK Model and GJRSK Model
|
Description :
Functions for estimating a GARCHSK model and GJRSK model based on a
publication by Leon et,al (2005)< doi:10.1016/j.qref.2004.12.020> and
Nakagawa and Uchiyama (2020)< doi:10.3390/math8111990>. These are a
GARCH-type model allowing for time-varying volatility, skewness and
kurtosis.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
