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

3 months, 3 weeks ago passed

Maintainers

Home Page

https://github.com/DanielBok/muarch

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Tags

simulation, arch, dependency, finance, modelling, portfolio, copula, risk, garch

Project Privacy Level

Public

Short URLs

muarch.readthedocs.io
muarch.rtfd.io

Default Version

latest

'latest' Version

origin/master