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

Genaro Sucarrat

Published in: R J. (2013)

Keyphrases

simulation models
parameter estimation
monte carlo simulation
complex systems
probabilistic model
short term
statistical models
experimental data
mathematical models
analytical model
beta distribution
artificial neural networks
mathematical model
simulation model
exchange rate
forecasting model