Package Name | Access | Summary | Updated |
---|---|---|---|
volpriceinference | public | This package contains files that are used to estimate and simulate volatlity risk prices in a way that is robust to weak identification. | 2024-01-20 |
laplacejumps | public | Repository for the Laplace Jumps project that models financial jumps as time-changed Variance-Gamma Processes. | 2023-06-16 |
cdpm | public | No Summary | 2023-06-16 |
bayesiankalman | public | No Summary | 2023-06-16 |
arma_wrapper | public | Provides code to efficiently convert armadillo matrices into numpy arrays. | 2024-01-20 |