Name | Version | Summary | date |
---|---|---|---|
garch11-ged | 0.1.0 | Fast GARCH(1,1) with GED innovations implementation in C++ | 2025-07-18 03:28:44 |
parametricGarch | 0.0.6 | Parametric Bootstrapping via the GARCH model | 2023-07-11 09:04:27 |
varfxi | 0.0.4 | Volatility based estimation for FX interventions | 2023-04-20 09:27:17 |
hour | day | week | total |
---|---|---|---|
91 | 2323 | 10250 | 308224 |