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Topaceminem / DCC-GARCH

DCC GARCH modeling in Python
Apache License 2.0
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example code? #1

Closed sunkr1995 closed 4 years ago

sunkr1995 commented 4 years ago

hello, thank you for your working,But i dont know how to use these API, Could you add some example code ? thank you

Topaceminem commented 4 years ago

Thanks for reaching out and sorry for my late response as I was totally occupied last month.

I have updated an example on the repository. The ipynb file can be directly opened on the GitHub web but some LaTeX codes used to write formula aren't displayed well. Therefore, you are more recommended to download the HTML file and open it in your Google browser (refresh twice if garbled) for a better reading experience.

In the meantime, I have updated a refined version of DCC_GARCH. Note that some parts of the code are still experimental, as I haven't implemented public API for them. If you want to use DCC_GARCH, for the time being, the best way is to download the whole package to your local project so that you can import it directly. You can also copy the code but please kindly leave a footnote such as “Author: @ Suoer Xu, github.com/Topaceminem” under the copy.