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Author:
Jack Tobin
License:
MIT License Copyright (c) 2022 jamesjtobin Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal ...
Summary:
Multivariate GARCH modelling in Python
Latest version:
2.0.2
Required dependencies:
arch
|
matplotlib
|
numpy
|
pandas
|
pmdarima
|
scipy
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