Name | Version | Summary | date |
regularized-var |
0.1.1 |
Regularized Vector Autoregression (VAR) with ridge shrinkage, Minnesota prior, metrics, and walk-forward validation. |
2025-09-01 21:43:31 |
hfhvar |
0.1.1 |
HF-HVAR / HF-SVAR estimation and impulse responses with residual bootstrap |
2025-08-28 12:42:50 |
sklarpy |
1.0.0 |
Copula, Multivariate and Univariate probability distribution fitting in Python. |
2023-12-04 18:37:19 |
parametricGarch |
0.0.6 |
Parametric Bootstrapping via the GARCH model |
2023-07-11 09:04:27 |
varsdump |
1.0.2 |
A simple library for easy handling of .env files and environment variables configurations |
2023-04-21 16:42:12 |
varfxi |
0.0.4 |
Volatility based estimation for FX interventions |
2023-04-20 09:27:17 |
pyctrm |
0.1 |
大宗商品风控贸易管理通用策略方法 |
2023-01-09 03:56:26 |