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The ARCH toolbox currently contains routines for

  • Univariate volatility models
  • Bootstrapping
  • 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>

Indices and tables