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

Project Slug

arch

Last Built

3 weeks, 5 days ago passed

Maintainers

Home Page

https://github.com/bashtage/arch

Badge

Tags

arch, bootstrap, econometrics, finance, spa, volatility, time-series, garch, unit-root-testing, egarch, multiple-comparison-procedures, reality-check

Project Privacy Level

Public

Short URLs

arch.readthedocs.io
arch.rtfd.io

Default Version

latest

'latest' Version

master