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ARCH (volatility) model and more

Installers

  • win-64 v4.15
  • linux-64 v4.15
  • osx-64 v4.15
  • win-32 v4.15

conda install

Authentication Prerequisites:
anaconda login

To install this package run one of the following:
conda install bashtage::arch

Description

Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance)


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