Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) <doi:10.18637/jss.v091.i04>.

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person("Leopoldo", "Catania", role = c("aut"),
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David Ardia [aut] (<https://orcid.org/0000-0003-2823-782X>),
Keven Bluteau [aut, cre] (<https://orcid.org/0000-0003-2990-4807>),
Kris Boudt [ctb] (<https://orcid.org/0000-0002-1000-5142>),
Leopoldo Catania [aut] (<https://orcid.org/0000-0002-0981-1921>),
Alexios Ghalanos [ctb],
Brian Peterson [ctb],
Denis-Alexandre Trottier [aut]

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