Richard M

Implementing component GARCH process

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This implements the ``Engle & Lee 1999`` Components GARCH model which decomposes volatility into long term and short term components. A lot of change has been in the ``volatility.py`` and...

Why did investment in this stop?

2

last commit in 2020😢

Just showing love👍🏿

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I appreciate this type of error messages that direct me to what I should do