Published October 3, 2018
| Version 4.6.0
Software
Open
bashtage/arch: Release 4.6.0
Creators
- 1. New Economic School
- 2. @volatility
- 3. Bonjournal
- 4. @lgtmhq
- 5. MPI for Innovation and Competition
Description
This is a feature release with 1 new feature:
- Add support for MIDAS volatility processes with Hyperbolic weighting
Files
bashtage/arch-4.6.0.zip
Files
(1.1 MB)
Name | Size | Download all |
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md5:6e672338cdae3e857f67f2fe20aede31
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1.1 MB | Preview Download |
Additional details
Related works
- Is supplement to
- https://github.com/bashtage/arch/tree/4.6.0 (URL)