s-broda / ARCHModels.jl

A Julia package for estimating ARMA-GARCH models.

Date Created 2017-07-01 (6 years ago)

Commits 703 (last one 4 months ago)

Stargazers 89 (0 this week)

Watchers 7 (0 this week)

Forks 16

License other

Ranking

RepositoryStats indexes 534,551 repositories, of these s-broda/ARCHModels.jl is ranked #294,100 (45th percentile) for total stargazers, and #258,950 for total watchers. Github reports the primary language for this repository as Julia, for repositories using this language it is ranked #800/1,607.

s-broda/ARCHModels.jl is also tagged with popular topics, for these it's ranked: julia (#503/836), statistics (#443/695), finance (#328/520)

Other Information

s-broda/ARCHModels.jl has 1 open pull request on Github, 36 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 12 open issues and 18 closed issues.

There have been 39 releases, the latest one was published on 2024-02-23 (4 months ago) with the name v2.4.0.

Homepage URL: https://juliaeconometrics.wordpress.com/

All Topics

arch garch julia finance regression statistics timeseries volatility econometrics julia-language statistical-models

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Recent Commit History

71 commits on the default branch (master) since jan '22

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Languages

The only known language in this repository is Julia

updated: 2024-05-30 @ 02:27pm, id: 95967480 / R_kgDOBbhY-A