`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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PURL	`pkg:golang/github.com/bashtage/arch` spec
License	Other
First Release	about 5 years ago
Last Synced	27 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

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