parametricGarch

Parametric Bootstrapping via the GARCH model

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Project description

A package that estimates the Volatility and Value-at-Risk (VaR) of financial assets using parametric bootstrapping via the GARCH model

These details have not been verified by PyPI

View statistics for this project via Libraries.io, or by using our public dataset on Google BigQuery

0.0.6

Jul 11, 2023

0.0.5

Jul 11, 2023

0.0.4

Jul 11, 2023

0.0.3

Jul 11, 2023

0.0.2

Jul 9, 2023

This version

0.0.1

Jul 4, 2023

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Uploaded Jul 4, 2023 Python 3

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