https://github.com/bashtage/arch
Tip revision: 1de062e7c14a8493ffd1227c6fd5008018ed8b7b authored by Kevin Sheppard on 15 October 2018, 15:33:12 UTC
ENH: Add variance targetting GARCH model
ENH: Add variance targetting GARCH model
Tip revision: 1de062e
| File | Mode | Size |
|---|---|---|
| adf_simulation.py | -rw-r--r-- | 1.0 KB |
| adf_z_critical_values_simulation.py | -rw-r--r-- | 3.1 KB |
| adf_z_critical_values_simulation_joblib.py | -rw-r--r-- | 3.0 KB |
| adf_z_critical_values_simulation_large_cluster.py | -rw-r--r-- | 3.9 KB |
| adf_z_simlation_process.py | -rw-r--r-- | 1.5 KB |
| dfgls_critical_values_simulation.py | -rw-r--r-- | 3.9 KB |
| dfgls_simulation_process.py | -rw-r--r-- | 3.9 KB |
| kpss_critical_values_simulation.py | -rw-r--r-- | 3.0 KB |
| kpss_simulation_process.py | -rw-r--r-- | 1.7 KB |
