Versions
Description
Multiple Univariate GARCH modelling. Useful when you're thinking of doing an Copula-GARCH simulation
Repository
https://github.com/DanielBok/muarch
Project Slug
muarch
Last Built
2 years, 3 months ago passed
Maintainers
Home Page
https://github.com/DanielBok/muarch
Badge
Tags
arch, copula, dependency, finance, garch, modelling, portfolio, risk, simulation
Short URLs
muarch.readthedocs.io
muarch.rtfd.io
Default Version
latest
'latest' Version
origin/master
