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ENH: Markov Switching (MS)-GARCH

Open oronimbus opened this issue 3 years ago • 1 comments

Hi, would be great to support MSGARCH similar to this R package here.

Thanks

oronimbus avatar May 04 '22 08:05 oronimbus

If someone wanted to implement this I'd be happy to include it. I don't think I'm likely to implement it.

bashtage avatar May 04 '22 08:05 bashtage