Package: GARCHSK
Type: Package
Title: Estimating a GARCHSK Model and GJRSK Model
Version: 0.1.0
Authors@R: c(
            person("Kei","Nakagawa",email="kei.nak.0315@gmail.com",role=c("aut","cre"),comment = c(ORCID = "0000-0001-5046-8128"))
          )
Description: Functions for estimating a GARCHSK model and GJRSK model
        based on a publication by Leon et,al
        (2005)<doi:10.1016/j.qref.2004.12.020> and Nakagawa and
        Uchiyama (2020)<doi:10.3390/math8111990>. These are a
        GARCH-type model allowing for time-varying volatility, skewness
        and kurtosis.
License: GPL (>= 2)
LazyData: TRUE
Imports: stats, Rsolnp
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2026-10-09 09:37:19 UTC; root
Author: Kei Nakagawa [aut, cre]
        (<https://orcid.org/0000-0001-5046-8128>)
Maintainer: Kei Nakagawa <kei.nak.0315@gmail.com>
Repository: https://keeeeei0315.r-universe.dev
Date/Publication: 2021-07-22 06:00:07 UTC
RemoteUrl: https://github.com/cran/GARCHSK
RemoteRef: HEAD
RemoteSha: cafb15069c0ba4754bc694ed3edb4b293aee5ebc