Genaro Sucarrat, “garchx: Flexible and Robust GARCH-X Modeling”, R Journal, 2021, 13(1), 335-350, https://doi.org/10.32614/RJ-2021-057
BibTeX
@article{RJ-2021-057,
author = {Genaro Sucarrat},
title = {garchx: Flexible and Robust GARCH-X Modeling},
journal = {R Journal},
year = {2021},
volume = {13},
issue = {1},
pages = {335-350},
note = {https://journal.r-project.org/articles/RJ-2021-057/}
}