PyPI page
Home page
Author:
Francisco Rolotti
License:
MIT License
Copyright (c) 2026 Francisco Rolotti
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated ...
Summary:
Diebold-Yilmaz connectedness and volatility spillover indices in Python.
Latest version:
0.1.0a2
Required dependencies:
numpy
|
pandas
|
scikit-learn
|
scipy
|
statsmodels
Optional dependencies:
hypothesis
|
joblib
|
matplotlib
|
mkdocs
|
mkdocs-material
|
mkdocstrings
|
mypy
|
pre-commit
|
pyarrow
|
pytest
|
pytest-cov
|
ruff
|
tqdm
Downloads last day:
0
Downloads last week:
7
Downloads last month:
29
7-day smoothing