Page 1 of 1

GARCHUVFLEX—GARCH Model with non-standard densities

Posted: Tue Aug 13, 2024 9:34 am
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