Browse Items (12 total)

Certain events can make the structure of volatility of financial returns to change,
making it nonstationary. Models of time-varying conditional variance such as generalized
autoregressive conditional heteroscedasticity (GARCH) models usually assume…

This article introduces the Python package gcimpute for missing data imputation.
Package gcimpute can impute missing data with many different variable types, including
continuous, binary, ordinal, count, and truncated values, by modeling data as…