tvgarch

cranv2.4.3

Time Varying GARCH Modelling. Simulation, estimation and inference for univariate and multivariate TV(s)-GARCH(p,q,r)-X models, where s indicates the number and shape of the transition functions, p is the ARCH order, q is the GARCH order, r is the asymmetry order, and 'X' indicates that covariates can be included; see Campos-Mar

License GPL (>= 2)0 versions1 maintainers3 deps85 weekly dl
https://CRAN.R-project.org/package=tvgarch
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First published · 2025-09-01 17:51:56

Last updated · 2025-09-01T16:40:02+00:00