There is a newer version of the record available.

Published March 22, 2021 | Version v1.4.0
Software Open

s-broda/ARCHModels.jl: v1.4.0

Creators

  • 1. @Betterment
  • 2. Zicklin School of Business, Baruch College

Description

ARCHModels v1.4.0

Diff since v1.3.0

Merged pull requests:

  • Add Hansen's Standardized Skewed T Distribution (#86) (@chm-von-tla)

Files

s-broda/ARCHModels.jl-v1.4.0.zip

Files (839.2 kB)

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md5:5f3dd74352885aa67a1f0d9fed71d463
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Additional details

Related works

Is supplement to
https://github.com/s-broda/ARCHModels.jl/tree/v1.4.0 (URL)