A Julia package for estimating ARMA-GARCH models.
Why do you think that https://github.com/FRBNY-DSGE/DSGE.jl is a good alternative to ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
Why do you think that https://github.com/FRBNY-DSGE/DSGE.jl is a good alternative to ARCHModels.jl