Ecosyste.ms: Packages
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cran.r-project.org : MSGARCH
Markov-Switching GARCH Models
Registry
-
Source
- Documentation
- JSON
purl: pkg:cran/MSGARCH
Keywords: arch, econometrics, egarch, finance, forecasting, forecasting-models, garch, gjr-garch, r, risk, tgarch, time-series, variance, volatility
License: CNRI-Python-GPL-Compatible,CNRI-Python-GPL-Compatible
Latest release: over 7 years ago
First release: over 7 years ago
Dependent packages: 2
Downloads: 585 last month
Stars: 76 on GitHub
Forks: 28 on GitHub
Docker dependents: 1
Docker downloads: 13,651
See more repository details: repos.ecosyste.ms
Last synced: 9 days ago