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GitHub / keblu / MSGARCH

MSGARCH R Package

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/keblu%2FMSGARCH

Stars: 77
Forks: 28
Open Issues: 12

License: None
Language: R
Repo Size: 221 MB
Dependencies: 10

Created: about 8 years ago
Updated: 24 days ago
Last pushed: over 1 year ago
Last synced: 20 days ago

Topics: arch, econometrics, egarch, finance, forecasting, forecasting-models, garch, gjr-garch, r, risk, tgarch, time-series, variance, volatility

Files
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    Readme
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    Dependencies
    Package/DESCRIPTION cran