Recent Releases of ARCHModels
ARCHModels - v2.6.0
ARCHModels v2.6.0
Merged pull requests: - CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) (#116) (@github-actions[bot]) - Bump codecov/codecov-action from 1 to 5 (#117) (@dependabot[bot]) - Bump julia-actions/setup-julia from 1 to 2 (#118) (@dependabot[bot]) - Bump actions/checkout from 1 to 4 (#119) (@dependabot[bot]) - Bump actions/cache from 1 to 4 (#120) (@dependabot[bot])
- Julia
Published by github-actions[bot] about 1 year ago
ARCHModels - v2.4.0
ARCHModels v2.4.0
Merged pull requests: - CompatHelper: bump compat for StatsModels to 0.7, (keep existing compat) (#108) (@github-actions[bot]) - CompatHelper: bump compat for HypothesisTests to 0.11, (keep existing compat) (#112) (@github-actions[bot]) - Test on latest 1.x (#113) (@s-broda) - CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#114) (@github-actions[bot]) - CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#115) (@github-actions[bot])
- Julia
Published by github-actions[bot] over 2 years ago
ARCHModels - v2.3.4
ARCHModels v2.3.4
Merged pull requests: - Migrate from SnoopPrecompile to PrecompileTools (#109) (@timholy) - tweak precompilation and bump version (#111) (@s-broda)
- Julia
Published by github-actions[bot] about 3 years ago
ARCHModels - v2.2.3
ARCHModels v2.2.3
Closed issues: - Fit and predict ARMA (#104)
Merged pull requests: - Fix arma predictions at horizons greater than one. (#105) (@s-broda)
- Julia
Published by github-actions[bot] over 3 years ago
ARCHModels - v2.2.1
ARCHModels v2.2.1
Closed issues: - Empty volatilities, bounds errors (#102)
Merged pull requests: - Several fixes (#103) (@s-broda)
- Julia
Published by github-actions[bot] almost 4 years ago
ARCHModels - v2.0.0
ARCHModels v2.0.0
Closed issues:
- meanspect = Intercept() doesn't work? (#93)
- Use PreallocationTools.jl (#96)
- Multi-step predict for volatility (#97)
Merged pull requests: - Predict (#98) (@s-broda) - Updates for 1.7 (#99) (@s-broda)
- Julia
Published by github-actions[bot] over 4 years ago
ARCHModels - v1.4.2
ARCHModels v1.4.2
Closed issues:
- Performance of simulate for DCC (#92)
- Julia
Published by github-actions[bot] almost 5 years ago
ARCHModels - v1.4.1
ARCHModels v1.4.1
Closed issues: - Addition of skewed distributions for the innovation terms (#87) - work with high frequency data (#89)
Merged pull requests: - commit Bollerslev and Ghysels(JBES 1996) dataset to repo instead of downloading (#90) (@chm-von-tla)
- Julia
Published by github-actions[bot] about 5 years ago
ARCHModels - v1.4.0
ARCHModels v1.4.0
Merged pull requests: - Add Hansen's Standardized Skewed T Distribution (#86) (@chm-von-tla)
- Julia
Published by github-actions[bot] about 5 years ago
ARCHModels - v1.3.0
ARCHModels v1.3.0
Closed issues: - Multi-step forecast error (#84)
Merged pull requests: - add multi-step predictions for returns and VaR (#83) (@SebRollen)
- Julia
Published by github-actions[bot] over 5 years ago
ARCHModels - v1.2.0
ARCHModels v1.2.0
Closed issues: - Compilation speed (#63)
Merged pull requests: - Update univariatetypehierarchy.md (#62) (@azev77) - Subsets (#65) (@s-broda)
- Julia
Published by github-actions[bot] almost 6 years ago
ARCHModels - v1.1.0
ARCHModels v1.1.0
Merged pull requests: - generalize predict and selectmodel (#61) (@s-broda)
- Julia
Published by github-actions[bot] almost 6 years ago
ARCHModels - v1.0.7
ARCHModels v1.0.7
Closed issues: - mention robust vcov (#58)
Merged pull requests: - example to intro, robust cov to usage (#59) (@PaulSoderlind)
- Julia
Published by github-actions[bot] about 6 years ago
ARCHModels - v1.0.6
ARCHModels v1.0.6
Merged pull requests: - CompatHelper: bump compat for "DataFrames" to "0.21" (#57) (@github-actions[bot])
- Julia
Published by github-actions[bot] about 6 years ago
ARCHModels - v1.0.5
ARCHModels v1.0.5
Merged pull requests: - CompatHelper: bump compat for "HypothesisTests" to "0.10" (#54) (@github-actions[bot])
- Julia
Published by github-actions[bot] about 6 years ago
ARCHModels - v1.0.2
ARCHModels v1.0.2
Merged pull requests: - temporarily use finite differences for hessians, and bump version number (#51) (@s-broda)
- Julia
Published by github-actions[bot] about 6 years ago
ARCHModels - v0.6.0
v0.6.0 (2019-12-08)
Merged pull requests:
- work around specfun issue 186, bump specfun/statsfuns, bump version (#42) (s-broda)
- Julia
Published by julia-tagbot[bot] over 6 years ago
ARCHModels - Maintenance release
- remove REQUIRE
- fix a typo in docs
- upper-bound all dependencies to enable automerge of new version
- Julia
Published by s-broda over 6 years ago
ARCHModels - Documentation
This release contains no code changes, it only updates the docs.
- Julia
Published by s-broda over 6 years ago
ARCHModels - Multivariate
This release adds the ability to estimate multivariate models, in the form of CCC and DCC models.
- Julia
Published by s-broda over 6 years ago
ARCHModels - Compatibility release
This fixes compatibility (in tests and doctests) with StatsBase v0.30.0, which is now the required minimum.
- Julia
Published by s-broda almost 7 years ago
ARCHModels - Regressions
This version supports linear regressions as mean equations, including from GLM.jl.
- Julia
Published by s-broda about 7 years ago
ARCHModels - ARMA
This release adds the capability to add ARMA terms to the mean equation.
- Julia
Published by s-broda about 7 years ago