MSGARCH (Q37516)

From MaRDI portal
Revision as of 17:34, 9 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
Markov-Switching GARCH Models
Language Label Description Also known as
English
MSGARCH
Markov-Switching GARCH Models

    Statements

    instance of
    R package
    0 references
    last update
    5 December 2022
    0 references
    software version identifier
    2.51
    publication date
    5 December 2022
    0 references
    author
    David Ardia
    0 references
    Keven Bluteau
    0 references
    Leopoldo Catania
    0 references
    imports
    coda
    0 references
    methods
    0 references
    MASS
    0 references
    Rcpp
    0 references
    zoo
    0 references
    expm
    0 references
    fanplot
    0 references
    numDeriv
    0 references
    programmed in
    R
    0 references

    Identifiers

    swMATH work ID
    25780
    0 references
    CRAN project
    MSGARCH
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q37516&oldid=20280128"
      Powered by MediaWiki