: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`