2 results found Sort:

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