%LOGSKEWGEDGARCH—Log Density for Skew GED
Posted: Mon Aug 01, 2022 7:53 am
%LOGSKEWGEDGARCH is a function for computing the log density for a log skew GED density from Panagiotis(2015). This is a specialized form on this for use in the GARCH instruction with the DENSITY option.
Detailed description
Detailed description