<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Estimating a GARCHSK Model and GJRSK Model</dc:title>
  <dc:title>R package GARCHSK version 0.1.0</dc:title>
  <dc:subject>CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance)</dc:subject>
  <dc:description>Functions for estimating a GARCHSK model and GJRSK model based on a publication by Leon et,al (2005)&lt;doi:10.1016/j.qref.2004.12.020&gt; and Nakagawa and Uchiyama (2020)&lt;doi:10.3390/math8111990&gt;. These are a GARCH-type model allowing for time-varying volatility, skewness and kurtosis.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: stats, Rsolnp</dc:relation>
  <dc:creator>Kei Nakagawa &lt;kei.nak.0315@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Kei Nakagawa [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0001-5046-8128&gt;)</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2021-07-22</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=GARCHSK</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.GARCHSK</dc:identifier>
</oai_dc:dc>