Modules

• data_generator module
  • PriceSeriesGenerator
  • generate_price_series()
  • set_random_seed()
• data_processor module
  • DataScaler
  • DataScalerFactory
  • MissingDataHandler
  • MissingDataHandlerFactory
  • StationaryReturnsProcessor
  • StationaryReturnsProcessorFactory
  • calculate_ewma_covariance()
  • calculate_ewma_volatility()
  • fill_data()
  • log_stationarity()
  • prepare_timeseries_data()
  • price_to_returns()
  • scale_data()
  • scale_for_garch()
  • stationarize_data()
  • test_stationarity()
• stats_model module
  • ModelARIMA
  • ModelFactory
  • ModelGARCH
  • ModelMultivariateGARCH
  • calculate_correlation_matrix()
  • calculate_dynamic_correlation()
  • calculate_portfolio_risk()
  • calculate_stats()
  • construct_covariance_matrix()
  • run_arima()
  • run_garch()
  • run_multivariate_garch()
• spillover_processor module
  • calculate_fevd()
  • calculate_spillover_index()
  • fit_var_model()
  • run_diebold_yilmaz_analysis()
  • test_granger_causality()
• export_util module
  • export_data()
• Examples
  • Univariate GARCH Example
  • Multivariate GARCH Example
• tests package
  • Submodules
  • tests.test_data_generator module
  • tests.test_data_processor module
  • tests.test_stats_model_arima module
  • tests.test_stats_model_garch module
  • Module contents