Showing 17 of total 17 results (show query)

alexiosg

rugarch:Univariate GARCH Models

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Maintained by Alexios Galanos. Last updated 3 months ago.

cpp

26 stars 12.25 score 1.3k scripts 16 dependents