Jondeau, Leon et al. Proposed an autoregressive conditional variance-skewness-kurtosis model (GARCHSK), which was used to describe the time-varying characteristics of the second, third, and fourth moments of the yield simultaneously. This file is the model code.

Filename	Size	Update
garchsk\garchsk\garchcore.m	863	2020-02-13
garchsk\garchsk\garchsklik.m	356	2020-02-13
garchsk\garchsk\garchsk_main.m	1914	2020-04-04
garchsk\garchsk1\garchcore1.m	656	2020-02-13
garchsk\garchsk1\garchsklik1.m	359	2020-04-04
garchsk\garchsk1\garchsk_main1.m	1505	2020-02-13
garchsk\GARCHSKguji.m	1379	2020-02-15
garchsk\garchsk	0	2020-02-13
garchsk\garchsk1	0	2020-02-13
garchsk	0	2020-04-01

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