vartests
PyPI page
Home page
Author:
Rafael Rodrigues
License:
MIT
Summary:
Statistic tests for Value at Risk (VaR) Models.
Latest version:
0.2.4
Required dependencies:
arch
|
pandas
|
pygosolnp
|
statsmodels
|
tqdm
Downloads last day:
0
Downloads last week:
34
Downloads last month:
342