Installation
About
Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) doi:10.18637/jss.v091.i04.
| Citation | MSGARCH citation info |
| github.com/keblu/MSGARCH | |
| Copyright | see file COPYRIGHTS |
| Bug report | File report |
Key Metrics
Downloads
| Yesterday | 19 0% |
| Last 7 days | 143 -6% |
| Last 30 days | 574 +9% |
| Last 90 days | 1.666 -5% |
| Last 365 days | 6.845 -13% |