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Published February 5, 2021 | Version 4.16
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bashtage/arch: Release 4.16

Description

This is a feature and big-fix release:

  • Added APARCH volatilty process.
  • Added support for Python 3.9 in pyproject.toml.
  • Fixed a bug in the model degree-of-freedom calculation.
  • Improved HARX initialization.

Files

bashtage/arch-4.16.zip

Files (2.8 MB)

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md5:a87fc6fae9b6c84ed2302d4805cf6780
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