├── .flake8 ├── .github └── workflows │ └── python-package.yml ├── .gitignore ├── LICENSE ├── README.md ├── mvgarch ├── __init__.py ├── mgarch.py └── ugarch.py ├── pyproject.toml ├── requirements.txt ├── setup.py └── tests ├── __init__.py ├── test_mgarch.py └── test_ugarch.py /.flake8: -------------------------------------------------------------------------------- 1 | [flake8] 2 | max-line-length = 100 3 | -------------------------------------------------------------------------------- /.github/workflows/python-package.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/.github/workflows/python-package.yml -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/README.md -------------------------------------------------------------------------------- /mvgarch/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /mvgarch/mgarch.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/mvgarch/mgarch.py -------------------------------------------------------------------------------- /mvgarch/ugarch.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/mvgarch/ugarch.py -------------------------------------------------------------------------------- /pyproject.toml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/pyproject.toml -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/requirements.txt -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_mgarch.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/tests/test_mgarch.py -------------------------------------------------------------------------------- /tests/test_ugarch.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jack-tobin/mvgarch/HEAD/tests/test_ugarch.py --------------------------------------------------------------------------------