The ARCH toolbox currently contains routines for
- Univariate volatility models
- Multiple comparison procedures
- Unit root tests
Future plans are to continue to expand this toolbox to include additional routines relevant for the analysis of financial data.
.. toctree:: :maxdepth: 1 Univariate Volatility Models <univariate/univariate> Bootstrapping <bootstrap/bootstrap> Multiple Comparison Problems <multiple-comparison/multiple-comparisons> Unit Root Tests <unitroot/unitroot> Change Log <changes>