Packages by Genaro Sucarrat

AutoSEARCH — 1.5

General-to-Specific (GETS) Modelling

betategarch — 3.3

Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models

gets — 0.20

General-to-Specific (GETS) Modelling and Indicator Saturation Methods

lgarch — 0.6-2

Simulation and Estimation of Log-GARCH Models