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Developing a Financial Econometrics Package for the Julia Programming Language

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Archmodels.Jl: Estimating Arch Models in Julia

Author(s): Simon A. Broda, Marc S. Paolella
Published in: SSRN Electronic Journal, 2020, ISSN 1556-5068
Publisher: Social Science Research Network
DOI: 10.2139/ssrn.3551503

ARCHModels.jl

Author(s): Simon A. Broda, Marc S. Paolella
Published in: 2020
Publisher: Zenodo
DOI: 10.5281/zenodo.3700788

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