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 Cited by 2 Authors 1 Blomvall, Jörgen 1 Hagenbjörk, Johan Cited in 1 Serial 1 Computational Management Science Cited in 3 Fields 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year