Hybridization of MS-GARCH and ELM Model


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Documentation for package ‘MSGARCHelm’ version 0.1.0

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fcastelm Extreme Learning Machine Forecasting
msgarchelm_BG Bates and Granger MS-GARCH-ELM Combination
msgarchelm_NG Newbold and Granger MS-GARCH-ELM Combination
msgarchelm_OLS MS-GARCH-ELM combination based on OLS regession
ReturnSeries_data Return Series Data