From 53c730bc29512ceb5314e19341b98049d252a258 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Tue, 20 Apr 2021 08:20:56 -0300 Subject: [PATCH] Added garchmodels --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6ae6d6e..2af54d9 100644 --- a/README.md +++ b/README.md @@ -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