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4 search results found
Msgarch
⭐
67
MSGARCH R Package
Garchmodels
⭐
25
The Tidymodels Extension for GARCH models
Bayesgarch
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7
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Tsgarch
⭐
5
GARCH models estimated using autodiff.
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