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MSGARCHelm
(Q134091)
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Hybridization of MS-GARCH and ELM Model
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Label
Description
Also known as
English
MSGARCHelm
Hybridization of MS-GARCH and ELM Model
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instance of
R package
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last update
8 October 2020
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software version identifier
0.1.0
publication date
8 October 2020
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author
Rajeev Ranjan Kumar
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Girish Kumar Jha
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maintained by
Rajeev Ranjan Kumar
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copyright license
GNU General Public License, version 3.0
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cites work
Is there an optimal forecast combination?
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Least Squares Model Averaging
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Complete subset regressions
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programmed in
R
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depends on software
R
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imports
nnfor
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MSGARCH
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forecast
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MaRDI profile type
MaRDI software profile
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Identifiers
CRAN project
MSGARCHelm
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Mathematics
(1 entry)
mardi
Software:134091
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