Sikandar Siddiqui

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fEGarch

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fEGarch new v1.0.6 Mar 10, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

1 package

Package	Title	Downloads	Version
fEGarch	SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions	467	1.0.6