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ARCH models in Python
Hi, Thanks for the amazing package! I was looking at the parzen estimator and noticed some differences in constant for optimal bandwidth estimator from this paper by Nielsen, Hansen, Lunde...
As the title says, could I use this package to simulate a large number of sample paths from a GARCH model for use in Monte Carlo simulations using this package?...
Would it be possible to have a feature to set an EPSILON in the stationarity constraint? Like: 1 - sum(alpha) - sum(beta) -0.5*sum(gamma) - EPSILON >= 0 The reason it...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...
This PR was automatically created by Snyk using the credentials of a real user.![snyk-top-banner](https://github.com/andygongea/OWASP-Benchmark/assets/818805/c518c423-16fe-447e-b67f-ad5a49b5d123) ### Snyk has created this PR to fix 1 vulnerabilities in the pip dependencies of this...
This PR was automatically created by Snyk using the credentials of a real user.![snyk-top-banner](https://github.com/andygongea/OWASP-Benchmark/assets/818805/c518c423-16fe-447e-b67f-ad5a49b5d123) ### Snyk has created this PR to fix 1 vulnerabilities in the pip dependencies of this...
This PR was automatically created by Snyk using the credentials of a real user.![snyk-top-banner](https://github.com/andygongea/OWASP-Benchmark/assets/818805/c518c423-16fe-447e-b67f-ad5a49b5d123) ### Snyk has created this PR to fix 1 vulnerabilities in the pip dependencies of this...
This PR was automatically created by Snyk using the credentials of a real user.![snyk-top-banner](https://github.com/andygongea/OWASP-Benchmark/assets/818805/c518c423-16fe-447e-b67f-ad5a49b5d123) ### Snyk has created this PR to fix 1 vulnerabilities in the pip dependencies of this...
This PR was automatically created by Snyk using the credentials of a real user.![snyk-top-banner](https://github.com/andygongea/OWASP-Benchmark/assets/818805/c518c423-16fe-447e-b67f-ad5a49b5d123) ### Snyk has created this PR to fix 3 vulnerabilities in the pip dependencies of this...