Introduction¶

The ARCH toolbox contains routines for:

• Univariate volatility models;

• Bootstrapping;

• Multiple comparison procedures;

• Unit root tests;

• Cointegration Testing and Estimation; and

• Long-run covariance estimation.

Future plans are to continue to expand this toolbox to include additional routines relevant for the analysis of financial data.

Citation¶

This package should be cited using Zenodo. The DOI below is the concept DOI, which represents all versions of the package and always resolves to the latest release. Each release also has its own DOI, listed on the Zenodo page [arch], and the DOI of the release that was used should be cited when it is important to identify the version.

Index¶

• Index

• Module Index