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Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). doi:10.1093/jjfinec/nbh020, Bollerslev T (1986). doi:10.1016/0304-4076(86)90063-1.
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| Maintainer | Rajeev Ranjan Kumar |