#

tarch-x

Here is 1 public repository matching this topic...

gjr-garch-x

studiofarzulla / gjr-garch-x

GJR-GARCH models with exogenous variance regressors

econometrics garch volatility-modeling gjr-garch garch-modeling exogenous-variables gjr-garch-x tarch-x

Updated Dec 24, 2025
Python

Improve this page

Add a description, image, and links to the tarch-x topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the tarch-x topic, visit your repo's landing page and select "manage topics."