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.
|Author||Alberto Almuiña [aut, cre]|
|Maintainer||Alberto Almuiña <email@example.com>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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