MSGARCHelm

CRANMSGARCHelmMaRDI QIDQ134091FDOQ134091

Authors Rajeev Ranjan Kumar, Girish Kumar Jha

Last update 8 October 2020

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Cites work

• Is there an optimal forecast combination?
• Least Squares Model Averaging
• Complete subset regressions

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