https://github.com/bashtage/arch
Revision 1de062e7c14a8493ffd1227c6fd5008018ed8b7b authored by Kevin Sheppard on 15 October 2018, 15:33:12 UTC, committed by Kevin Sheppard on 04 January 2019, 13:58:34 UTC
Add a VT GARCH model Note that inference isn't correct
1 parent a1a73a6
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 |
---|---|---|
arch | ||
building | ||
ci | ||
doc | ||
examples | ||
.codebeatignore | -rw-r--r-- | 31 bytes |
.coveragerc | -rw-r--r-- | 735 bytes |
.gitattributes | -rw-r--r-- | 30 bytes |
.gitignore | -rw-r--r-- | 106 bytes |
.landscape.yml | -rw-r--r-- | 73 bytes |
.travis.yml | -rw-r--r-- | 3.6 KB |
LICENSE.md | -rw-r--r-- | 1.6 KB |
MANIFEST.in | -rw-r--r-- | 179 bytes |
README.md | -rw-r--r-- | 7.8 KB |
README.rst | -rw-r--r-- | 8.3 KB |
VERSION | -rw-r--r-- | 3 bytes |
appveyor.yml | -rw-r--r-- | 1.2 KB |
github_deploy_key.enc | -rw-r--r-- | 4.3 KB |
lgtm.yml | -rw-r--r-- | 106 bytes |
requirements.txt | -rw-r--r-- | 144 bytes |
setup.cfg | -rw-r--r-- | 764 bytes |
setup.py | -rw-r--r-- | 6.7 KB |
versioneer.py | -rw-r--r-- | 67.0 KB |
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