AlbertoAlmuinha/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.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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