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I found there is no multivariate garch models in Python.
Could you add multivariate support?
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@titzenic
FYI: Es wird eine neue Spalte "rate_of_change" hinzugefügt
Bei allen Aufgaben ist Visualisierung mit inbegriffen. Für Visualisierung entweder Matplotlib oder (bevorzugt) Seaborn.
Mögli…
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Running step 6 of OpenShift Pipelines tutorial on https://learn.openshift.com/middleware/pipelines/, which clones this repo and builds the image, the build fails. The error is the following:
```
[…
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Hi, thanks for contributing the dcc-garch code. I found the problem already raised by other that when trying to impliment your code, applying the dcc-garch would only result in your initial values. I …
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Hello,
I'm struggling to figure out how to properly use this package to fit a GARCH(1,1) model with an exogenous variable. [Here's](https://gist.github.com/KenRoytman/2fcd6af572c4281e2d03c74479407…
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## Summary
It would be cool to be able to model `sigma` as a garch process.
## Description
After closing #708, brms can support autocor processes in the formula syntax ala
```stan
fit
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Hello, recently I was running your code package to # Construct portfolio and benchmarks
mixture_portfolio_1y
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Hi, would be great to support MSGARCH similar to this R package [here](https://cran.r-project.org/web/packages/MSGARCH/MSGARCH.pdf).
Thanks
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Currently there are only a couple of canteens in the custom slot type.
- How does it behave if the user says "Mensa in Garching" instead of "Mensa Garching"?
- Currently canteens are determined …
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### Description of Issue
A simple application using GarchGLDebugWindow crashes on windows with error
```
FATAL ERROR: CreateWindowEx failed
in Init at line 93 of usd\pxr\imaging\lib\garch\glplatf…
ennis updated
4 years ago