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Garch Model Python Packages

Python packages with the GitHub topic garch-model. Sorted by monthly downloads, with stars and forks.
iankhr
armagarch

ARMA-GARCH

149 110 28
romainlafarguette
varfxi

Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"

76 11 3
    • Original data from PyPI, GitHub, and OSV; downloads served through ClickHouse
    • Sources & methodology