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Author:
Murad Farzulla
License:
MIT
Summary:
GJR-GARCH models with exogenous regressors in the variance equation
Latest version:
0.3.0
Required dependencies:
numpy
|
pandas
|
scipy
Optional dependencies:
black
|
mypy
|
myst-parser
|
numba
|
pandas-stubs
|
pytest
|
pytest-cov
|
ruff
|
sphinx
|
sphinx-rtd-theme
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