https://github.com/AlbertoAlmuinha/garchmodels

The Tidymodels Extension for GARCH models
https://github.com/AlbertoAlmuinha/garchmodels

arfima arima garch garch-models parsnip tidymodels

Last synced: 5 months ago
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The Tidymodels Extension for GARCH models

• Host: GitHub
• URL: https://github.com/AlbertoAlmuinha/garchmodels
• Owner: AlbertoAlmuinha
• License: other
• Created: 2021-04-05T18:18:56.000Z (about 4 years ago)
• Default Branch: master
• Last Pushed: 2022-08-11T00:32:45.000Z (over 2 years ago)
• Last Synced: 2024-08-03T04:08:23.379Z (9 months ago)
• Topics: arfima, arima, garch, garch-models, parsnip, tidymodels
• Language: R
• Homepage: https://albertoalmuinha.github.io/garchmodels/
• Size: 5.21 MB
• Stars: 34
• Watchers: 2
• Forks: 9
• Open Issues: 6

Awesome Lists containing this project

• awesome-quant - garchmodels - A parsnip backend for GARCH models. (R / Time Series)