PrototypeCommon
s-broda/ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
- Owner
- s-broda (personal account)
- Stars
- Stars: 103
- Forks
- Forks: 19
- Language
- Julia
- License
- None
- Created
- 2017
- Topics
- garchjuliajulia-languagevolatilityarchstatisticsstatistical-modelsregressiontimeseriesfinance
- Tier
- Prototype (100 to 249 ★) What this tier means
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