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If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
To cite MSGARCH in publications use:
Ardia D, Bluteau K, Boudt K, Catania L, Trottier D (2019). “Markov-Switching GARCH Models in R: The MSGARCH Package.” Journal of Statistical Software, 91(4), 1–38. doi:10.18637/jss.v091.i04.
Corresponding BibTeX entry:
@Article{,
title = {{M}arkov-Switching {GARCH} Models in {R}: The {MSGARCH}
Package},
author = {David Ardia and Keven Bluteau and Kris Boudt and Leopoldo
Catania and Denis-Alexandre Trottier},
journal = {Journal of Statistical Software},
year = {2019},
volume = {91},
number = {4},
pages = {1--38},
doi = {10.18637/jss.v091.i04},
}
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.