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garch

Here are 3 public repositories matching this topic...

YanzhangIloveme / DynamicBLportfolio

Dynamic adjusted BL portfolio based on GARCH model

matlab garch black-litterman ar-garch

Updated Aug 23, 2018
MATLAB

MMquant / Miscellaneous

Utility routines for financial data analysis

statistics matlab estimation econometrics garch indicators secant financial-data-analysis

Updated Feb 1, 2017
MATLAB

garthmortensen / garch

Build a py production-level model pipeline from scratch, deployed on the cloud.

django garch 12-factor garch-modeling

Updated Jan 1, 2025
MATLAB

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