garch topic
binary.com-interview-question
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ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
garchmodels
The Tidymodels Extension for GARCH models
frds
Financial research data services for academics.
AnomalyDetectionOnRisk
Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.
quant-finance
Open souce quantitative finance models and algorithms with tutorials
volatility-garch-VaR
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation