Multivariate GARCH modelling in Python

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  • License: MIT License (MIT License Copyright (c) 2022 jamesjtobin Permission is hereby granted, free of charge, to any pe...)
  • Author: James J. Tobin
  • Requires: Python >=3.8
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mvgarch

Multivariate GARCH modelling in Python

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  • License: MIT License (MIT License Copyright (c) 2022 jamesjtobin Permission is hereby granted, free of charge, to any pe...)
  • Author: James J. Tobin
  • Requires: Python >=3.8
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