ARCHModels v1.0 is finally here! Get it while it’s fresh!
This is a big one: version 0.5.0 adds support for multivariate models, in the form of CCC and DCC specifications,
My poster for JuliaCon 2019 in Baltimore is available here.
This is a compatibility release to keep up with changes in dependencies,
Version 0.3.0 adds support for linear regressions as mean equations, including from GLM.jl.
I’ve just tagged a new release of ARCHModels.jl. This release adds the ability to add ARMA terms to the mean equation.
ARCH.jl has been renamed to ARCHModels.jl, and has just had its first release!
On Dec 10, I gave a presentation in DBF’s internal brown bag seminar. The slides are available here.
My Julia project is featured in the UZH Journal.
Just leaving a breadcrumb here for a guide that I wrote for running Hadoop on the Windows Subsystem for Linux.