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s-broda / ARCHModels.jl

A Julia package for estimating ARMA-GARCH models.
https://juliaeconometrics.wordpress.com/
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Several fixes #103

Closed s-broda closed 2 years ago

s-broda commented 2 years ago

This fixes an issue where infeasible parameter values were generated for certain ARMA models. Also, loglik! bailed early in these cases, making it impossible to construct, e.g., residuals or volatilities.

Closes #102