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ARCH

swMATH ID: 27756
Software Authors: Sheppard K
Description: 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)
Homepage: https://github.com/bashtage/arch
Source Code:  https://github.com/bashtage/arch
Dependencies: Python
Related Software: GitHub; PyEMD; Deeptime; darts; cesium; Banpei; ta; TA-Lib; surfboard; SigPy; PyRate; PyCBC; MintPy; jhTAlib; AlphaPy; tftb; ruptures; PyTorchTS; PyDLM; pyCWT
Cited in: 1 Publication

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