rugarch (Q74107)
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Univariate GARCH Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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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