garchx

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Flexible and Robust GARCH-X Modelling

Genaro Sucarrat

Last update: 13 September 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.5

Cites work

• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

Cited In (1)

• tvgarch

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