Ecosyste.ms: Packages

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juliahub.com "arch" keyword

ARCHModels 2.4.0
A Julia package for estimating ARMA-GARCH models.
39 versions - Latest release: about 2 months ago - 1 dependent package - 87 stars on GitHub
Related Keywords
volatility 1 julia 1 garch 1 statistics 1 statistical-models 1 regression 1 timeseries 1 finance 1 econometrics 1 julia-language 1