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garchmodels: The 'Tidymodels' Extension for GARCH Models
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.
Browse package contents
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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