6 results found Sort:

s-broda
ARCHModels.jl s-broda
16
89
other
7
A Julia package for estimating ARMA-GARCH models.
arch garch julia finance regression statistics timeseries volatility econometrics julia-language statistical-models
Created 2017-07-01
703 commits to master branch, last one 4 months ago
iankhr
armagarch iankhr
27
88
other
5
ARMA-GARCH
garch python gjr-garch arma-garch timeseries garch-model econometrics
Created 2018-08-27
44 commits to master branch, last one 8 months ago
keblu
MSGARCH keblu
28
78
unknown
20
MSGARCH R Package
r arch risk garch egarch tgarch finance variance gjr-garch volatility forecasting time-series econometrics forecasting-models
Created 2016-05-06
389 commits to master branch, last one about a year ago
mgao6767
frds mgao6767
17
69
mit
4
Financial research data services for academics.
pin garch srisk banking finance academic measures garch-ccc garch-dcc systemic-risk corporate-finance
Created 2020-06-05
475 commits to main branch, last one 4 months ago
englianhu
binary.com-interview-question englianhu
30
58
gpl-3.0
7
次元期权应征面试题范例。 #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。https://gitee.com/engl...
acd dao ets mcmc arima garch qinren betting daojiao bayesian investment qinrenmuma statistics elastic-net kelly-criterion lasso-regression ridge-regression markowitz-portfolio investment-portfolio investment-strategies
Created 2017-01-11
1,146 commits to 世博量化研究院 branch, last one 7 days ago
AlbertoAlmuinha
garchmodels AlbertoAlmuinha
9
34
other
2
The Tidymodels Extension for GARCH models
arima garch arfima parsnip tidymodels garch-models
Created 2021-04-05
24 commits to master branch, last one about a year ago