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ROADMAP: Future plans
#351 opened Feb 18, 2020 by bashtage
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11 Open 113 Closed
11 Open 113 Closed
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Li-Mak test for residual from arch model
#405 opened Aug 24, 2020 by holder-fo
2
Can someone post an example for calculate the difference of Sharpe Ratio between two return series
#401 opened Jul 17, 2020 by weiguang-zz
ROADMAP: Future plans enhancement help wanted roadmap
#351 opened Feb 18, 2020 by bashtage 6 of 14
Bootstrap prediction interval enhancement
#323 opened Nov 9, 2019 by david-waterworth
@bashtage
9
BUG: Model DF is wrong bug
#319 opened Oct 14, 2019 by bashtage
@bashtage
Forecast method throws me Memory error and it's extremely slow enhancement
#252 opened Oct 24, 2018 by gioxc88
4
Multivariate ARCH Tracking enhancement
#242 opened Oct 8, 2018 by bashtage 0 of 14
1
Fitting GARCH model using fixed lags enhancement
#217 opened Aug 8, 2018 by bzamanloo
3
multivariate garch support? enhancement
#201 opened Jan 3, 2018 by ppaanngggg
2
GARCH model with exogenous regressors not functioning? enhancement
#160 opened Feb 21, 2017 by KenRoytman
23
Add a univariate MA model enhancement
#147 opened Jan 5, 2017 by bashtage 5.0
2
ProTip! What’s not been updated in a month: updated:<2020-08-08.
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