I am using your package with the book Financial Risk Forecasting. The only model in this book unavailable in your package is GOGARCH. It would be great if you could add it to your great package.
https://www.financialriskforecasting.com/code/RJulia3.html
I am using your package with the book Financial Risk Forecasting. The only model in this book unavailable in your package is GOGARCH. It would be great if you could add it to your great package.
https://www.financialriskforecasting.com/code/RJulia3.html