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n4tg/MSGARCH_comp - GitHub Explorer | GitHub Explorer | Trending | Compare

MSGARCH_comp

n4tg•PUBLIC

Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.

MIT License

Created on Mar 5, 2017

Updated on Apr 7, 2026

Stars

27

Forks

10

Watchers

27

Open Issues

0

Repository Health Score

💛

70/100

Good

Overall repository health assessment

Score Breakdown

Activity

Active development - updated this week

30/30

100%

Community

27 stars, 10 forks

0/30

0%

Documentation

Has description, wiki, license

20/20

100%

Maintenance

0.0% issue ratio

20/20

100%

Health score is calculated based on activity, community engagement, documentation quality, and maintenance practices

Languages

R

100.0%

Dependencies

No package.json found

This might not be a Node.js project

Top Contributors

1

n4tg

User

104

commits

Recent Commits

add detailed descriptions

n4tg•8 years ago

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Create README.md

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updated function descriptions

n4tg•8 years ago

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create.outfile input

n4tg•8 years ago

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add argument interval to function create.outfile

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update function descriptions

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update function descriptions

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