fitting a GARCH@CARR Model with R

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我寻月下人不归
我寻月下人不归 2021-01-26 06:09

I try to fit a GARCH@CARR (proposed here: https://www.sciencedirect.com/science/article/abs/pii/S1544612318302782) function with R. It s not part of the rugarch package, I m usi

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