Skip to content

ARCH

Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance).

homepage: https://pypi.org/project/arch

version versionsuffix toolchain
4.5.0 -Python-3.6.4 intel/2018a

(quick links: (all) - 0 - a - b - c - d - e - f - g - h - i - j - k - l - m - n - o - p - q - r - s - t - u - v - w - x - y - z)