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

Installers

conda install

  • linux-64  v4.11
  • osx-64  v4.11
  • win-64  v4.11
To install this package with conda run:
conda install -c conda-forge 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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