Developing a Financial Econometrics Package for the Julia Programming Language

Project Information

juliaeconometrics

Grant agreement ID: 750559

DOI

10.3030/750559

Project closed

EC signature date 19 April 2017

Start date 1 March 2018

End date 29 February 2020

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost

€ 187 419,60

EU contribution

€ 187 419,60

Coordinated by

UNIVERSITAT ZURICH
Switzerland

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

Non-peer reviewed articles (1)

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

Other (1)

ARCHModels.jl

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