ARCH models in Python: Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance)
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Julien Siebert, Janek Groß, Christof Schroth: A systematic review of Python packages for time series analysis (2021) arXiv
- Hagenbjörk, Johan; Blomvall, Jörgen: Simulation and evaluation of the distribution of interest rate risk (2019)