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Published 20 hours ago • verified publisher icon s-broda

External regressor

Open waynelapierre opened this issue 1 year ago • 1 comments

The rugarch R package allows users to add external regressors to the mean and variance specifications of GARCH models. Does ARCHModels.jl have this feature?

waynelapierre avatar Mar 06 '23 04:03 waynelapierre