n4tg / MSGARCH_compView on GitHub
Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.
28Aug 28, 2017Updated 8 years ago

Alternatives and similar repositories for MSGARCH_comp

Users that are interested in MSGARCH_comp are comparing it to the libraries listed below

Sorting:

Are these results useful?