Estimating GARCH-MIDAS (MIxed-DAta-Sampling) models (Engle, Ghysels, Sohn, 2013,

v0.1.7

- Improved documentation for simulation functions
- Bugfix for simulating when using student-t
- Added K = K.two = 1, i.e. two covariates each with one lag
- Added K > 0 and K.two = 1 for unrestricted beta-weighting scheme

v0.1.6

- Hessian matrix more accurate

v0.1.5

- Support for two covariates

v0.1.4

- Predict function bugfix
- Better error messages
- Bugfix for calculating the variance ratio

v0.1.3

- New generic plot function

v0.1.2

- First release on CRAN