I am Professor of Statistics at Stockholm University.
I teach and do research in Bayesian statistics, often with a focus on prediction and computational aspects.
I keep all my teaching material open, including source files, and I have repos for all my courses (older courses at STIMA@LiU).
More info about my work on my web pages.
mattiasvillani / archmodels.jl Goto Github PK
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A Julia package for estimating ARMA-GARCH models.
Home Page: https://juliaeconometrics.wordpress.com/
License: Other