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fmilthaler / FinQuant

A program for financial portfolio management, analysis and optimisation.
MIT License
1.41k stars 199 forks source link

GARCH modelling #48

Open fmilthaler opened 4 years ago

fmilthaler commented 4 years ago

see if this should/could be implemented.

GARCH modelling | Investopedia

fmilthaler commented 1 year ago

@PietropaoloFrisoni if you are interested in this, you could look into this. Just a suggestion :) If you want to, assign this issue to yourself please.

PietropaoloFrisoni commented 1 year ago

Hi Frank, I left a comment in the other PR, which also applies to this case. Thank you so much!