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
1 month ago passed
Maintainers
Home Page
https://github.com/bashtage/arch
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Tags
arch, bootstrap, econometrics, egarch, finance, garch, multiple-comparison-procedures, reality-check, spa, time-series, unit-root-testing, volatility
Short URLs
arch.readthedocs.io
arch.rtfd.io
Default Version
latest
'latest' Version
main
