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Title: ARCH Toolbox for Python

Type Software Sheppard, Kevin (2015): ARCH Toolbox for Python. Zenodo. Software. https://zenodo.org/record/15681

Author: Sheppard, Kevin (University of Oxford) ;

Links

Summary

A python toolbox that currently includes:

volatility modeling statistical bootstrapping multiple comparison procedures unit root testing 

More information

  • DOI: 10.5281/zenodo.15681

Subjects

  • arch, garch, volatility, bootstrap, unit root, Dickey-Fuller, Reality Check, Stepwise Multiple Comparison

Dates

  • Publication date: 2015
  • Issued: February 23, 2015

Notes

Other: GitHub repository: https://github.com/bashtage/arch

Rights

  • info:eu-repo/semantics/openAccess Open Access

Much of the data past this point we don't have good examples of yet. Please share in #rdi slack if you have good examples for anything that appears below. Thanks!

Format

electronic resource

Relateditems

DescriptionItem typeRelationshipUri
IsVersionOfhttps://doi.org/10.5281/zenodo.605835
IsPartOfhttps://zenodo.org/communities/zenodo