Estimation and simulation of the first-order Beta-t-EGARCH model

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Documentation for package ‘betategarch’ version 1.1

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betategarch-package Estimation and simulation of the 1st. order Beta-t-EGARCH model
betategarch Estimation and simulation of the 1st. order Beta-t-EGARCH model
tegarch.est Estimates a 1st. order Beta-t-EGARCH model
tegarch.fit Compute the fitted values
tegarch.logl Log-likelihood function
tegarch.recursion Recursion of the Beta-t-EGARCH
tegarch.sim Simulate from a 1st. order Beta-t-EGARCH model