README.md
In xsong6/GARCHIto: Class of GARCH-Ito Models
An implementation of the unified GARCH-Ito model from Kim and Wang (2016) and the realized GARCH-Ito model from Song et. al. (2020).
If you find any bugs or think improvements can be made, please contact me at:
song.xinyu@mail.shufe.edu.cn
xsong6/GARCHIto documentation built on Sept. 6, 2020, 12:10 a.m.
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An implementation of the unified GARCH-Ito model from Kim and Wang (2016) and the realized GARCH-Ito model from Song et. al. (2020).
If you find any bugs or think improvements can be made, please contact me at:
song.xinyu@mail.shufe.edu.cn
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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