Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2017)
|Author||David Ardia [aut], Keven Bluteau [aut, cre], Kris Boudt [ctb], Leopoldo Catania [aut], Alexios Ghalanos [ctb], Brian Peterson [ctb], Denis-Alexandre Trottier [aut]|
|Date of publication||2018-05-16 05:07:38 UTC|
|Maintainer||Keven Bluteau <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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