Search results

External regressor

Status: Open.

#107 In s-broda/ARCHModels.jl;

· waynelapierre opened on Mar 6, 2023

Deprecate TGARCH to TARCH or GJRGARCH?

Status: Open.

#106 In s-broda/ARCHModels.jl;

· s-broda opened on Feb 11, 2023

GARCH-M

Status: Open.

#95 In s-broda/ARCHModels.jl;

· tbeason opened on Nov 10, 2021

simulate from initial value

Status: Open.

#94 In s-broda/ARCHModels.jl;

· tbeason opened on Nov 10, 2021

Failure to fit complicated models: handle errors gracefully?

Status: Open.

#91 In s-broda/ARCHModels.jl;

· chm-von-tla opened on Apr 15, 2021

rolling estimation

Status: Open.

#88 In s-broda/ARCHModels.jl;

· waynelapierre opened on Mar 7, 2021

GOGARCH

Status: Open.

#85 In s-broda/ARCHModels.jl;

· waynelapierre opened on Feb 27, 2021

Multiperiod prediction for multivariate models

Status: Open.

#82 In s-broda/ARCHModels.jl;

· SebRollen opened on Feb 8, 2021

Using lagged x variables in regression

Status: Open.

#74 In s-broda/ARCHModels.jl;

· azev77 opened on Nov 3, 2020

Display mean spec

Status: Open.

#66 In s-broda/ARCHModels.jl;

· azev77 opened on Jul 13, 2020

Feature wishlist

Status: Open.

#60 In s-broda/ARCHModels.jl;

· azev77 opened on Jun 21, 2020

Realized GARCH

Status: Open.

#53 In s-broda/ARCHModels.jl;

· tbeason opened on Apr 3, 2020