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MSGARCH - MaRDI portal

MSGARCH (Q37516)

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

    Identifiers

    swMATH work ID
    25780
    0 references
    CRAN project
    MSGARCH
    0 references
     
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