GARCHUVFLEX—GARCH Model with non-standard densities

Use this forum for posting example programs or short bits of sample code.
Post Reply
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

GARCHUVFLEX—GARCH Model with non-standard densities

Unread post by TomDoan »

GARCHUVFLEX.RPF is an example of estimation of a univariate GARCH model with standard variance recursions, but non-standard densities (in this case, skew-t and skew-GED densities).

Detailed Description


Last bumped by TomDoan on Tue Aug 13, 2024 9:34 am.
Top
Post Reply

Return to “Examples and Sample Code”