Package: betategarch
Type: Package
Title: Estimation and simulation of the first-order Beta-t-EGARCH model
Depends: R (>= 2.15.0)
Version: 1.2
Date: 2012-06-03
Author: Genaro Sucarrat
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
URL: http://www.sucarrat.net/
Description: Estimation and simulation of the first-order Beta-t-EGARCH
        model of Andrew Harvey. The two main functions are tegarch.sim
        and tegarch.est. The former simulates a first order
        Beta-t-EGARCH model whereas the latter estimates one. The other
        functions are auxiliary functions called by tegarch.est, and
        are not intended for the average user. However, for
        completeness they are documented as well.
License: GPL-2
Packaged: 2012-06-04 11:08:05 UTC; admin
Repository: CRAN
Date/Publication: 2012-06-04 13:56:57
