Package: MSGARCHelm
Type: Package
Title: Hybridization of MS-GARCH and ELM Model
Version: 0.1.0
Authors@R: 
  c(person(given = "Rajeev Ranjan",
         family = "Kumar",
         role = c("aut", "cre"),
         email = "rrk.uasd@gmail.com"),
  person(given = "Girish Kumar",
         family = "Jha",
         role =  c("aut", "ths", "ctb")),
  person(given = "Neeraj",
         family = "Budhlakoti",
         role = "ctb"))
Description: Implements the three parallel forecast combinations of Markov Switching GARCH and extreme learning machine model along with the selection of appropriate model for volatility forecasting. For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>. 
Depends: R (>= 3.6)
Imports: nnfor, MSGARCH, forecast
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2020-10-02 14:11:40 UTC; Neeraj
Author: Rajeev Ranjan Kumar [aut, cre],
  Girish Kumar Jha [aut, ths, ctb],
  Neeraj Budhlakoti [ctb]
Maintainer: Rajeev Ranjan Kumar <rrk.uasd@gmail.com>
Repository: CRAN
Date/Publication: 2020-10-08 11:40:02 UTC
Built: R 4.6.0; ; 2026-04-30 14:06:44 UTC; unix
