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Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics

copied from cf-staging / arch-py

Installers

Info: This package contains files in non-standard labels.
  • linux-64 v7.2.0
  • linux-aarch64 v7.2.0
  • osx-64 v7.2.0
  • osx-arm64 v7.2.0
  • win-64 v7.2.0

conda install

To install this package run one of the following:
conda install conda-forge::arch-py
conda install conda-forge/label/cf202003::arch-py

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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