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Msgarch
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MSGARCH R Package
Awesome Energy Forecasting
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list of papers, code, and other resources
Mcomp
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Data from the M-competitions
Distributionalforecasts.jl
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Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
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