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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: almost 8 years ago
Dependent packages: 2
Downloads: 546 last month
Stars: 77 on GitHub
Forks: 28 on GitHub
Docker dependents: 10
Docker downloads: 21,777
See more repository details: repos.ecosyste.ms
Last synced: 1 day ago

1 package
546 downloads