s-broda / ARCHModels.jlLinks
A Julia package for estimating ARMA-GARCH models.
☆100Updated 3 weeks ago
Alternatives and similar repositories for ARCHModels.jl
Users that are interested in ARCHModels.jl are comparing it to the libraries listed below
Sorting:
- Timeseries in Julia☆99Updated last year
- A Julia implementation of basic tools for time series analysis compatible with incomplete data.☆124Updated last year
- A fully `Distributions.jl`-compliant copula package☆108Updated last month
- Statistical bootstrapping library for Julia☆114Updated 2 years ago
- A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.☆69Updated last month
- MarSwitching.jl: Julia package for Markov switching dynamic models☆39Updated last year
- Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes☆55Updated 2 years ago
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation for Julia.☆56Updated last week
- Imputation methods for missing data in julia☆81Updated this week
- Publication quality regression and statistical tables☆40Updated last year
- ☆53Updated 2 months ago
- Multistart optimization methods in Julia.☆71Updated 10 months ago
- Roll a window over data; apply a function over the window.☆131Updated last year
- Multithreaded package for working with tabular data in Julia☆132Updated 3 months ago
- Frequency tables in Julia☆93Updated 6 months ago
- Lightweight robust covariance estimation in Julia☆43Updated 2 months ago
- A Julia package for simulation, inference and learning of Hidden Markov Models.☆116Updated 3 weeks ago
- A Julia package for interpretable machine learning with stochastic Shapley values☆93Updated last year
- Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)☆85Updated 3 weeks ago
- Julia library for standardizing financial data retrieval and storage from multiple APIs.☆54Updated 10 months ago
- Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, …☆56Updated last month
- Local regression, so smooooth!☆110Updated last month
- Expectation operators for Distributions.jl objects☆59Updated 2 years ago
- Implementation of a Partial Least Squares Regressor☆41Updated 3 years ago
- Write tabular data from Julia in LaTeX format.☆49Updated last year
- A Julia wrapper for the Alpha Vantage API.☆91Updated last month
- Read and write Stata, SAS and SPSS data files with Julia tables☆46Updated 2 weeks ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆73Updated last month
- IANA time zone database access for the Julia programming language☆92Updated last week
- Pull data from Federal Reserve Economic Data (FRED) directly into Julia☆68Updated last year