[R-SIG-Finance] Leon et al.(2005)'s GARCHSK Model Estimation

Hsiaonan Chang niheaven at gmail.com
Thu Oct 21 05:22:51 CEST 2010

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Hi,

Could anyone tell me how to estimate a Leon et al.(2005)'s GARCHSK
(GARCH with Skewness and Kurtosis) model? And is there any programs?

Thank you very much.

Hsiao-nan Cheung
Penghua Fund
2010/10/21

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