Published December 29, 2016
| Version 4.0
Software
Open
bashtage/arch: Release 4.0
Authors/Creators
- 1. New Economic School
- 2. @volatility
- 3. Bonjournal
- 4. University of Cape Town
Description
Variance forecasting to ARCH models
Files
bashtage/arch-4.0.zip
Files
(1.3 MB)
| Name | Size | Download all |
|---|---|---|
|
md5:0525ea7fbaf475beed0a1626a092ea3d
|
1.3 MB | Preview Download |
Additional details
Related works
- Is supplement to
- https://github.com/bashtage/arch/tree/4.0 (URL)