aadegboyega/GASModel-Extensions: Generalized Autoregressive Score Models
Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2016) <https://ssrn.com/abstract=2825380>.
Getting started
Browse package contents
Package details |
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| Author | Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb] |
| Maintainer | Leopoldo Catania <leopoldo.catania@uniroma2.it> |
| License | GPL-3 |
| Version | 0.2.4 |
| URL | https://github.com/LeopoldoCatania/GAS |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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