:hero: Univariate volatility modeling, bootstrapping, multiple comparison procedures and unit root tests.
.. image:: images/color-logo.svg
:width: 33.3%
:alt: arch logo
.. note::
`Stable documentation `_ for the latest release
is located at `doc `_.
Documentation for `recent developments `_
is located at `devel `_.
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.
.. toctree::
:maxdepth: 2
:hidden:
Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Tests and Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log
Citation
========
This package should be cited using Zenodo. For example, for the 4.13 release,
.. [*] Kevin Sheppard (2021, March 3). bashtage/arch: Release 4.18 (Version v4.18).
Zenodo. https://doi.org/10.5281/zenodo.593254
.. image:: https://zenodo.org/badge/doi/10.5281/zenodo.593254.svg
:target: https://doi.org/10.5281/zenodo.593254
Index
=====
* :ref:`genindex`
* :ref:`modindex`