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s-broda
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ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
https://juliaeconometrics.wordpress.com/
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#65
s-broda
closed
4 years ago
0
CompatHelper: bump compat for "Optim" to "0.22"
#64
github-actions[bot]
closed
4 years ago
0
Compilation speed
#63
azev77
closed
4 years ago
2
Update univariatetypehierarchy.md
#62
azev77
closed
4 years ago
3
generalize predict and selectmodel
#61
s-broda
closed
4 years ago
0
Feature wishlist
#60
azev77
opened
4 years ago
16
example to intro, robust cov to usage
#59
PaulSoderlind
closed
4 years ago
1
mention robust vcov
#58
PaulSoderlind
closed
4 years ago
2
CompatHelper: bump compat for "DataFrames" to "0.21"
#57
github-actions[bot]
closed
4 years ago
0
CompatHelper: bump compat for "Optim" to "0.21"
#56
github-actions[bot]
closed
4 years ago
0
possible test failure in upcoming Julia version 1.5
#55
rfourquet
closed
4 years ago
1
CompatHelper: bump compat for "HypothesisTests" to "0.10"
#54
github-actions[bot]
closed
4 years ago
0
Realized GARCH
#53
tbeason
opened
4 years ago
5
CompatHelper: bump compat for "StatsBase" to "0.33"
#52
github-actions[bot]
closed
4 years ago
0
temporarily use finite differences for hessians, and bump version number
#51
s-broda
closed
4 years ago
0
CompatHelper: bump compat for "Distributions" to "0.23"
#50
github-actions[bot]
closed
4 years ago
1
CompatHelper: bump compat for "Roots" to "1.0"
#49
github-actions[bot]
closed
4 years ago
1
Install TagBot as a GitHub Action
#48
JuliaTagBot
closed
4 years ago
1
CompatHelper: bump compat for "Optim" to "0.20"
#47
github-actions[bot]
closed
4 years ago
0
CompatHelper: bump compat for "HypothesisTests" to "0.9"
#46
github-actions[bot]
closed
4 years ago
0
CompatHelper: bump compat for "SpecialFunctions" to "0.10"
#45
github-actions[bot]
closed
4 years ago
0
CompatHelper: bump compat for "Distributions" to "0.22"
#44
github-actions[bot]
closed
4 years ago
0
CompatHelper: bump compat for "Requires" to "1.0"
#43
github-actions[bot]
closed
4 years ago
0
work around specfun issue 186, bump specfun/statsfuns, bump version
#42
s-broda
closed
4 years ago
0
CompatHelper: bump compat for "StatsFuns" to "0.9"
#41
github-actions[bot]
closed
4 years ago
1
CompatHelper: bump compat for "SpecialFunctions" to "0.9"
#40
github-actions[bot]
closed
4 years ago
1
bump specfuns (and statsfuns) to 0.9
#39
s-broda
closed
4 years ago
0
CompatHelper: bump compat for "SpecialFunctions" to "0.9"
#38
github-actions[bot]
closed
4 years ago
1
CompatHelper: bump compat for "StatsFuns" to "0.9"
#37
github-actions[bot]
closed
4 years ago
1
CompatHelper: bump compat for "SpecialFunctions" to "0.8"
#36
github-actions[bot]
closed
4 years ago
0
Multivariate
#35
s-broda
closed
4 years ago
0
Multivariate
#34
s-broda
closed
4 years ago
0
Glm
#33
s-broda
closed
5 years ago
1
Introduce Regression
#32
s-broda
closed
5 years ago
1
hook up selectmodel for arma
#31
s-broda
closed
5 years ago
1
[WIP] Implement ARMA
#30
s-broda
closed
5 years ago
1
Extension to ARMA-EGARCH?
#29
alandreed
closed
5 years ago
4
[WIP] Implement the DCC model
#28
s-broda
closed
5 years ago
1
Restructure
#27
s-broda
closed
5 years ago
1
restructure file layout
#26
s-broda
closed
5 years ago
0
Error tagging new release
#25
attobot
closed
5 years ago
0
ARCHModel -> UnivariateARCHModel
#24
s-broda
closed
5 years ago
0
Tgarch
#23
s-broda
closed
5 years ago
1
GAS model?
#22
KuiPN
closed
5 years ago
1
Documenter
#21
s-broda
closed
5 years ago
1
Documenter
#20
s-broda
closed
5 years ago
2
Documenter
#19
s-broda
closed
5 years ago
2
Documenter
#18
s-broda
closed
5 years ago
3
Documenter
#17
s-broda
closed
5 years ago
3
Documenter
#16
s-broda
closed
5 years ago
3
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