garchmodels
GARCH modeler
An R package providing a unified framework for modeling and analyzing financial time series data with GARCH models
The Tidymodels Extension for GARCH models
34 stars
2 watching
9 forks
Language: R
last commit: about 4 years agoLinked from 1 awesome list
arfimaarimagarchgarch-modelsparsniptidymodels
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