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Deprecate TGARCH to TARCH or GJRGARCH? #106

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s-broda opened this issue Feb 11, 2023 · 2 comments
Open

Deprecate TGARCH to TARCH or GJRGARCH? #106

s-broda opened this issue Feb 11, 2023 · 2 comments

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@s-broda
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s-broda commented Feb 11, 2023

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@waynelapierre
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waynelapierre commented Feb 20, 2023

Any plan to add AP-ARCH model?
https://www.financialriskforecasting.com/code/RJulia2.html

@s-broda
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s-broda commented Feb 20, 2023

It's definitely within scope, I just need to find the time to implement it. PRs are welcome :)

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