arch
Volatility analyzer
Provides tools and models for analyzing financial time series and detecting patterns in volatility.
ARCH models in Python
1k stars
50 watching
251 forks
Language: Python
last commit: 3 months ago
Linked from 1 awesome list
adfarchbootstrapdf-glsdickey-fullerfinancefinancial-econometricsforecastingmodel-confidence-setmultiple-comparison-proceduresphillips-perronreality-checkriskspatime-seriesunit-rootvariancevolatility
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