arch
arch copied to clipboard
ARCH models in Python
Results
62
arch issues
Sort by
recently updated
recently updated
newest added
Reading around the topic, if I understand correctly there are some technical caveats to the way this library computes CIs for block bootstrap methods. I wanted to check if you...
Bootstrap classes (`IIDBootstrap`, `StationaryBootstrap` etc) support the `conf_int` method which allows to build confidence intervals. This can also be used (subject no doubt to some technical caveats/trade-offs depending on the...