Versions

Description

ARCH models and more in Python. The package currently includes cod to implement:

Univariate ARCH Models such as ARCH, GARCH, TARCH and EGARCH Unit Root Tests such as Dickey-Fuller and Phillips-Perron Bootstrapping Multiple Comparison Tests including the Reality Check

Repository

https://github.com/bashtage/arch

Last Built

3 weeks, 1 day ago passed

Maintainers

Home Page

https://github.com/bashtage/arch

Badge

Tags

time series, bootstrap, econometrics, finance, ARCH, GARCH, volatility, multiple comparison procedures, unit root testing, Reality Check, EGARCH, SPA

Project Privacy Level

Public

Short URLs

arch.readthedocs.io
arch.rtfd.io

Default Version

latest

'latest' Version

master