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github.com/bashtage/arch

ARCH models in Python

Ecosystem
proxy.golang.org
Latest Release
v8.0.0+incompatible
4 months ago
Versions
18
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    Readme
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    Links
    Registry proxy.golang.org
    Source Repository
    Docs Documentation
    JSON API View JSON
    CodeMeta codemeta.json
    Package Details
    PURL pkg:golang/github.com/bashtage/arch
    spec
    License Other
    First Release about 5 years ago
    Last Synced 29 days ago
    Keywords
    adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility
    Repository
    Stars 1,447 on GitHub
    Forks 270 on GitHub
    Commits 666
    Committers 37
    Avg per Author 18.0
    DDS 0.303
    commits.ecosyste.ms
    repos.ecosyste.ms
    Rankings on proxy.golang.org
    Overall Top 5.6%