GitHub - khrapovs/bekk: Estimate parameters of BEKK model

BEKK

Simulation and estimation of BEKK(1,1) model.

pip install git+git://github.com/khrapovs/bekk

Name		Name	Last commit message	Last commit date
Latest commit History 293 Commits
bekk		bekk
docs		docs
examples		examples
tests		tests
.gitignore		.gitignore
.travis.yml		.travis.yml
LICENSE.md		LICENSE.md
README.rst		README.rst
requirements.txt		requirements.txt
setup.py		setup.py