garchx
cranv1.6Flexible and Robust GARCH-X Modelling. Flexible and robust estimation and inference of Generalised Autoregressive Conditional Heteroscedasticity (GARCH) models with covariates ('X') based on the results by Francq and Thieu (2019) <doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be set to zero by omission, and quasi max
License GPL (>= 2)0 versions1 maintainers2 deps107 weekly dl
https://CRAN.R-project.org/package=garchx40
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curl https://depscope.dev/api/check/cran/garchxFirst published · 2025-07-09 18:57:43
Last updated · 2025-07-09T17:00:02+00:00