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README.md
In GARCHIto: Class of GARCH-Ito Models
An implementation of the unified GARCH-Ito model from Kim and Wang (2016) and the realized GARCH-Ito model from Song et. al. (2020).
If you find any bugs or think improvements can be made, please contact me at:
song.xinyu@mail.shufe.edu.cn
Try the GARCHIto package in your browser
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GARCHIto documentation built on Sept. 14, 2020, 5:06 p.m.
R Package Documentation
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An implementation of the unified GARCH-Ito model from Kim and Wang (2016) and the realized GARCH-Ito model from Song et. al. (2020).
If you find any bugs or think improvements can be made, please contact me at:
song.xinyu@mail.shufe.edu.cn
Try the GARCHIto package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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