An implementation of the unified GARCH-Ito model from Kim and Wang (2016) and the realized GARCH-Ito model from Song et. al. (2020).
If you find any bugs or think improvements can be made, please contact me at:
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❗ This is a read-only mirror of the CRAN R package repository. GARCHIto — Class of GARCH-Ito Models
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