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An implementation of the unified GARCH-Ito model from Kim and Wang (2016) and the realized GARCH-Ito model from Song et. al. (2020).

If you find any bugs or think improvements can be made, please contact me at:

song.xinyu@mail.shufe.edu.cn

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.