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mfGARCH
mfGARCH PublicForked from onnokleen/mfGARCH
An R package for using mixed-frequency GARCH models
R
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GARCH_replication
GARCH_replication PublicForked from blake-marsh/GARCH_replication
Replication of key GARCH model papers
Python
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BootstrapRisk
BootstrapRisk PublicForked from ADNovo/BootstrapRisk
Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models (Master Dissertation)
R
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nowcasting
nowcasting PublicForked from nmecsys/nowcasting
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel 📉
R
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