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mfGARCH
simulate_mfgarch_rv_dependent
simulate_mfgarch_rv_dependent function
Simulate a GARCH-MIDAS similar to Wang/Ghysels with lagged RVol as covariate
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mfGARCH package
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Maintainer: Onno Kleen
License: MIT + file LICENSE
Last published: 2021-06-17
Useful links
https://github.com/onnokleen/mfGARCH/issues
https://github.com/onnokleen/mfGARCH/