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Currently:
```julia
julia> using ARCHModels
julia> v=GARCH{1, 1}; df=BG96; m=Intercept; F=StdT;
julia> f0= fit(v, df, meanspec=m, dist=F)
TGARCH{0,1,1} model with Student's t errors, T=1974…
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Related to https://github.com/RJT1990/pyflux/issues/10. Tests should be done on the GitHub side rather than locally. Steps:
- Set Up Travis (Issue #10 )
- Upload tests to a /tests folder within each m…
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The project wants to determine the VIX index, which is an indicator of market volatility. However, they fail to provide meaningful background information on what market volatility is and its implicati…
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Hi, proffessor.
Is there any plan to add Li-Mak test for residual from arch model. I only found this test usable in R [WeightedPortTest](https://github.com/cran/WeightedPortTest), hope you can add it…
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If the model is Bayesian, the intervals should account for the uncertainty in the parameters. Bootstrapping is an option for the frequentist approach.
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just parking a reference:
issue is replicating GLM with GMM, specifically with dispersion modelling, related to Quadratic Estimating Equations.
In Tweedie PR #2872, issue #2858 the question was how …
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Can't seem to get the wheel to build on OSX Mojave 10.14.2
Here's the error in full:
`Collecting pyflux==0.4.14
Downloading https://files.pythonhosted.org/packages/cb/15/3cba0a679eb219a5ff4a2…
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Hey, just a note to let you know I build pyflux perfectly fine from git, but from pypi I get the following trace.
I tried installing cython separately but only installing from git worked.
```
…
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Hi, Mis.susanki, I have received your letter , I have benefited a lot from your article, thank you very much, but I would like to ask you two questions about your ARMA-GARCH-COPULA-VAR model right now…
kinyk updated
3 years ago
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### Description of Issue
When running the build script from the "x64 Native Command Prompt for VS 2022", cmake runs into an error in concurrentList.h at (133,16):
```
C:\src\USD\pxr\base\trace\conc…