ARCHModels.jl: Estimating ARCH Models in Julia

Dublin Core

Title

ARCHModels.jl: Estimating ARCH Models in Julia

Subject

ARCH, GARCH, CCC, DCC, Value at Risk, Julia.

Description

This paper introduces ARCHModels.jl, a package for the Julia programming language
that implements a number of univariate and multivariate autoregressive conditional heteroskedasticity models. This model class is the workhorse tool for modeling the conditional
volatility of financial assets. The distinguishing feature of these models is that they model
the latent volatility as a (deterministic) function of past returns and volatilities. This recursive structure results in loop-heavy code which, due to its just-in-time compiler, Julia
is well-equipped to handle. As such, the entire package is written in Julia, without any
binary dependencies. We benchmark the performance of ARCHModels.jl against popular implementations in MATLAB, R, and Python, and illustrate its use in a detailed case
study

Creator

Simon A. Broda

Source

https://www.jstatsoft.org/article/view/v107i05

Publisher

Lucerne University of
Applied Sciences and Arts

Date

September 2023

Contributor

Fajar bagus W

Format

PDF

Language

English

Type

Text

Files

Citation

Simon A. Broda, “ARCHModels.jl: Estimating ARCH Models in Julia,” Repository Horizon University Indonesia, accessed May 11, 2025, https://repository.horizon.ac.id/items/show/8308.