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Augmented market model #6

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asinghvi17 opened this issue Mar 28, 2023 · 0 comments

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asinghvi17 commented Mar 28, 2023

For the augmented market model, we need:

Akaike/Bayesian information criterion: StatsBase.aic/bic
AR models (autoregression): https://s-broda.github.io/ARCHModels.jl/dev/univariatetypehierarchy/ or similar, or roll our own?

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