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bashtage
arch bashtage
247
1.3k
other
45
ARCH models in Python
adf spa arch risk df-gls finance variance bootstrap unit-root volatility forecasting time-series dickey-fuller reality-check phillips-perron model-confidence-set financial-econometrics multiple-comparison-procedures
Created 2014-08-29
1,129 commits to main branch, last one about a month ago
Mottl
hurst Mottl
79
283
mit
14
Hurst exponent evaluation and R/S-analysis in Python
fractal time-series financial-econometrics hurst-exponent-evaluation
Created 2017-08-11
40 commits to master branch, last one 7 months ago