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Revision as of 13:07, 7 March 2024
Univariate GARCH Models
Language | Label | Description | Also known as |
---|---|---|---|
English | rugarch |
Univariate GARCH Models |
Statements
20 September 2023
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ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
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