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    Find out just how much your login box can do for your customer | Auth0

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    Free and Open Source HR Software

    OrangeHRM provides a world-class HRIS experience and offers everything you and your team need to be that HR hero you know that you are.

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    The ARCHModels Package for Julia

    The ARCHModels Package for Julia

    A Julia package for estimating ARMA-GARCH models

    ARCH (Autoregressive Conditional Heteroskedasticity) models are a class of models designed to capture a feature of financial returns data known as volatility clustering, i.e., the fact that large (in absolute value) returns tend to cluster together, such as during periods of financial turmoil, which then alternate with relatively calmer periods. This package provides efficient routines for simulating, estimating, and testing a variety of GARCH models. ARCH (Autoregressive Conditional...
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