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ENH: Markov Switching (MS)-GARCH #577

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oronimbus opened this issue May 4, 2022 · 1 comment

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enhancement help wanted

oronimbus commented May 4, 2022

Hi, would be great to support MSGARCH similar to this R package here.

Thanks

Owner

bashtage commented May 4, 2022

If someone wanted to implement this I'd be happy to include it. I don't think I'm likely to implement it.

bashtage added enhancement help wanted labels

bashtage changed the title ~~Enhancement idea: Markov Switching (MS)-GARCH~~ ENH: Markov Switching (MS)-GARCH

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