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garchx
garchxAvar
garchxAvar function
Asymptotic Coefficient Covariance
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garchx package
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Maintainer: Genaro Sucarrat
License: GPL (>= 2)
Last published: 2025-07-09
Useful links
https://github.com/gsucarrat/garchx/issues
https://www.sucarrat.net/