Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

cran.r-project.org "arch" keyword

MSGARCH 0.17.7

Markov-Switching GARCH Models
13 versions - Latest release: over 7 years ago - 2 dependent packages - 585 downloads last month - 76 stars on GitHub - 1 maintainer

Related Keywords

econometrics 1 egarch 1 finance 1 forecasting 1 forecasting-models 1 garch 1 gjr-garch 1 r 1 risk 1 tgarch 1 time-series 1 variance 1 volatility 1