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Author:
Murad Farzulla
License:
MIT
Summary:
Dependence-robust inference toolkit for heavy-tailed cross-asset event studies
Latest version:
0.1.0
Required dependencies:
gjr-garch-x
|
numpy
|
pandas
|
scipy
Optional dependencies:
gjr-garch-x
|
mypy
|
pandas-stubs
|
pytest
|
pytest-cov
|
ruff
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