Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

juliahub.com "volatility" keyword

MicrostructureNoise 0.12.1
Nonparametric Bayesian volatility learning under microstructure noise
4 versions - Latest release: about 1 month ago - 7 stars on GitHub
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
microstructure 1 julia 1 garch 1 arch 1 statistics 1 statistical-models 1 regression 1 timeseries 1 finance 1 econometrics 1 julia-language 1