alejandro-cermeno

ENH: FIAPARCH and FIEGARCH with ARCH package

2

Hello there Is it possible to estimate the 1) FIAPARCH and 2) FIEGARCH models from the high-level `arch_model()`? How could 1) and 2) be estimated with the ARCH package? Thanks...

Dear developers, Thank you for the work done with the GAS package. I have two questions about it. I see that you included a large number of distributions but left...