multivariate garch support?
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Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 15/100
- Issue type
- Feature
- Clarity
- Needs clarification
- Activity status
- Stale
- Tech stack
- python
- Domain
- fintech-quant
Research direction
The issue names no files, tests, or entry points. Start by reviewing the package's existing GARCH model documentation and implementation to establish what multivariate support would involve. The request does not define the model scope or acceptance criteria, so those would need to be settled before implementation.
Written by the indexing model from the issue text.
Description
I found there is no multivariate garch models in Python.
Could you add multivariate support?
- Dominant language
- Python
- Stars
- 1.6k
- Forks
- 298
- Avg merge
- 14h 46m
- Merged PRs (30d)
- 106
Getting set up
This project ships no dev container, Dockerfile or contributing guide, so setting up is up to you: start from its README, and see our first-contribution guide for the general steps.
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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