GARCHUVFLEX—GARCH Model with non-standard densities

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

GARCHUVFLEX—GARCH Model with non-standard densities

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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).

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