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Garch framework for use with the 'tidymodels' ecosystem. It includes both univariate and multivariate methods from the 'rugarch' and 'rmgarch' packages. These models include DCC-Garch, Copula Garch and Go-GARCH among others.
Package details |
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Author | Alberto Almuiña [aut, cre] |
Maintainer | Alberto Almuiña <albertogonzalezalmuinha@gmail.com> |
License | MIT + file LICENSE |
Version | 0.1.1 |
Package repository | View on CRAN |
Installation |
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