Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2016) <https://ssrn.com/abstract=2825380>.
|Author||Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb]|
|Maintainer||Leopoldo Catania <[email protected]>|
|Package repository||View on CRAN|
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