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bashtage/arch

arch

Community

ARCH (volatility) model and more

Installation

To install this package, run one of the following:

Conda
$conda install bashtage::arch

Usage Tracking

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Downloads (Last 6 months): 0

Description

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

About

Summary

ARCH (volatility) model and more

Last Updated

Jun 24, 2020 at 23:30

License

NCSA

Total Downloads

35.3K

Supported Platforms

linux-64
win-32
win-64
macOS-64

Home

https://github.com/bashtage/arch

GitHub Repository

https://github.com/bashtage/arch

Documentation

https://bashtage.github.io/arch