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multivariate-garch

Here are 2 public repositories matching this topic...

vivek-v-rao / OHLC-Correlation

Predict correlations and covariances of returns using open-high-low-close data

statistics correlation quantitative-finance volatility garch covariance time-series-analysis ohlc multivariate-garch dcc-garch asymmetric-garch

Updated May 12, 2026
Python

Beliavsky / LLM-chats

Links to my LLM chats in finance, econometrics and statistics, and programming

finance probability-distribution mathematical-statistics volatility garch laplace-distribution lognormal-distribution stochastic-volatility hyperbolic-distribution chatgpt multivariate-garch

Updated Jul 20, 2026
Python

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