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rugarch
uGARCHmultifilter-class
uGARCHmultifilter-class function
class: Univariate GARCH Multiple Filter Class
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rugarch package
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Maintainer: Alexios Galanos
License: GPL-3
Last published: 2024-09-22
Useful links
http://www.unstarched.net
https://github.com/alexiosg/rugarch