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juliahub.com : MicrostructureNoise
Nonparametric Bayesian volatility learning under microstructure noise
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purl: pkg:julia/MicrostructureNoise
Keywords: volatility, microstructure
License: MIT
Latest release: about 2 months ago
First release: over 5 years ago
Stars: 7 on GitHub
Forks: 4 on GitHub
Total Commits: 71
Committers: 3
Average commits per author: 23.667
Development Distribution Score (DDS): 0.254
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Last synced: 18 days ago