There is a newer version of the record available.

Published March 2, 2021 | Version v4.17
Software Open

bashtage/arch: Release 4.17

Description

This is a bug-fix release that fixes a bug that affects the fitted conditional variance from EWMAVariance.

Files

bashtage/arch-v4.17.zip

Files (2.8 MB)

Name Size Download all
md5:a26075ffa174129fd8f76b591a901221
2.8 MB Preview Download

Additional details

Related works

Is supplement to
https://github.com/bashtage/arch/tree/v4.17 (URL)