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bashtage/arch

@bashtage

ARCH models in Python

Stars
1,558
Forks
290
Language
Python
License
NOASSERTION
Last push
4 weeks ago
Pythonspabootstrapfinancetime-seriesarchforecastingriskvolatilityadfdf-glsdickey-fullerfinancial-econometricsgarchmodel-confidence-setmultiple-comparison-proceduresphillips-perronreality-checkunit-rootvariance

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