MSGARCHelm

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Hybridization of MS-GARCH and ELM Model

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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