R Packages
tvgarch :: Time varying GARCH modelling
See Campos-Martins and Sucarrat (2024) Modeling Nonstationary Financial Volatility with the R Package tvgarch. Journal of Statistical Software 108: 1–38.
tvgarch :: Time varying GARCH modelling
See Campos-Martins and Sucarrat (2024) Modeling Nonstationary Financial Volatility with the R Package tvgarch. Journal of Statistical Software 108: 1–38.