TimeModels.jl icon indicating copy to clipboard operation
TimeModels.jl copied to clipboard

Upgrade to the GARCH implementation

Open Teo-ShaoWei opened this issue 10 years ago • 3 comments

Hi,

I refer to https://github.com/AndreyKolev/GARCH.jl/issues/4. I am using GARCH in my program, and performed some upgrade to it. Would it be alright if I perform a pull request here?

This is my first attempt to contribute to open source, so any advice is very much appreciated too.

Teo-ShaoWei avatar Oct 19 '15 15:10 Teo-ShaoWei

Yes, your PR is welcome!

milktrader avatar Oct 20 '15 22:10 milktrader

:+1: Also, if you have any tests (or would be willing to write some) that would be very welcome as well, as we currently don't have any for the GARCH model.

GordStephen avatar Oct 21 '15 14:10 GordStephen

Thanks alot for the welcome =) I will attempt to upgrade it step by step. Meanwhile I will open a pull request first so we can see the changes as it come in. If there is any changes that is not good, feel free to inform me early so we can deliberate on them.

Teo-ShaoWei avatar Oct 26 '15 12:10 Teo-ShaoWei