%LOGSKEWGEDGARCH—Log Density for Skew GED

Use this forum for posting example programs or short bits of sample code.
Post Reply
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

%LOGSKEWGEDGARCH—Log Density for Skew GED

Unread post by TomDoan »

%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
Top
Post Reply

Return to “Examples and Sample Code”