VOOZH about

URL: https://github.com/Beliavsky/GARCH

⇱ GitHub - Beliavsky/GARCH: Simulation and estimation of ARCH and GARCH processes, used to model the time-varying standard deviation (volatility) of asset returns, with conditional distributions such as the normal, Laplace, and Student t. · GitHub


Skip to content
You can’t perform that action at this time.