[R-SIG-Finance] Markov Switching GARCH

Samit Paul samitpaulin at gmail.com
Fri Jan 15 08:27:53 CET 2016

Dear users,

I want to forecast 1 step ahead mean and variance forecast of a return
series using Markov's Regime Switching GARCH specification.

Can anybody provide me the codes or suitable R package for that?

Thank you and have a nice year ahead,



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