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s-broda/ARCHModels.jl: v1.4.1

Simon Broda; Sebastian Rollén; azev77; Charis P. Michelakis

ARCHModels v1.4.1

Diff since v1.4.0

Closed issues:

  • Addition of skewed distributions for the innovation terms (#87)
  • work with high frequency data (#89)

Merged pull requests:

  • commit Bollerslev and Ghysels(JBES 1996) dataset to repo instead of downloading (#90) (@chm-von-tla)
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