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你好,请问有MS-GARCH模型的详细描述和代码吗? 希望给予解答,谢谢! #2

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yanglin12 opened this issue Feb 19, 2019 · 1 comment

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@yanglin12
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@ljpzzz
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ljpzzz commented Jul 1, 2019

你好,这个MS-GARCH似乎主要都是金融领域在用,如果你对R比较熟悉的话,网上这块的例子很多,Python的倒不多。我这块没有专门研究过。

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