ARCH models in Python
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Updated
Nov 4, 2024 - Python
ARCH models in Python
Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
In the following R code I used packages like "MTS", "urca", "fUnitRoots" to conduct ADF test and Phillips Perron Test on 4-mariate financial data.
Automating time series stationarity tests
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