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multivariate-garch

Here are 2 public repositories matching this topic...

Beliavsky / LLM-chats

Links to my LLM chats in finance, econometrics and statistics, and programming

finance probability-distribution mathematical-statistics volatility garch laplace-distribution lognormal-distribution stochastic-volatility hyperbolic-distribution chatgpt multivariate-garch

Updated Jan 7, 2026
Python

BayesianECCCGARCH

donotdespair / BayesianECCCGARCH

Bayesian Estimation and Inference for the ECCC-GARCH Model in R

rstats bayesian granger-causality multivariate-garch

Updated Aug 25, 2022
TeX

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