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Added garchmodels

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2021-04-20 08:20:56 -03:00
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@@ -289,6 +289,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R.
- [tibbletime](https://github.com/business-science/tibbletime) - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.
- [matrixprofile](https://github.com/matrix-profile-foundation/matrixprofile) - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.
- [garchmodels](https://github.com/AlbertoAlmuinha/garchmodels) - A parsnip backend for GARCH models.
### Calendars