There is a newer version of the record available.

Published July 21, 2021 | Version v1.4.2
Software Open

s-broda/ARCHModels.jl: v1.4.2

Creators

  • 1. Overmuse
  • 2. Zicklin School of Business, Baruch College

Description

ARCHModels v1.4.2

Diff since v1.4.1

Closed issues:

  • Performance of simulate for DCC (#92)

Files

s-broda/ARCHModels.jl-v1.4.2.zip

Files (847.7 kB)

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md5:a53fbbf66a93a692dd89bc5fb333a907
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Additional details

Related works

Is supplement to
https://github.com/s-broda/ARCHModels.jl/tree/v1.4.2 (URL)