Ecosyste.ms: Packages
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conda-forge.org : arch-py
Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance)
Registry
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Source
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purl: pkg:conda/arch-py
Keywords: adf, arch, bootstrap, df-gls, dickey-fuller, finance, financial-econometrics, forecasting, model-confidence-set, multiple-comparison-procedures, phillips-perron, reality-check, risk, spa, time-series, unit-root, variance, volatility
License: NCSA
Latest release: almost 2 years ago
First release: over 4 years ago
Dependent packages: 2
Dependent repositories: 2
Stars: 1,075 on GitHub
Forks: 229 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 15 days ago