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..
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__init__.py
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WP46: custom MLE models, arch wrappers, baselines/HAR, losses, proxies, rolling... |
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arch_models.py
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WP46: A-06 explosive-forecast diagnostics, trimmed/median ratios, constrained... |
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base.py
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WP46: custom MLE models, arch wrappers, baselines/HAR, losses, proxies, rolling... |
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baselines.py
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WP46: custom MLE models, arch wrappers, baselines/HAR, losses, proxies, rolling... |
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custom.py
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WP46: E-01 extension architectures (ST-GARCH, Beta-t-EGARCH, Realized EGARCH,... |
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distributions.py
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WP46: custom MLE models, arch wrappers, baselines/HAR, losses, proxies, rolling... |
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extensions.py
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WP46: extension fixes from the card audit (ST-GARCH analytic multi-step, HYGARCH... |
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multivariate.py
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WP46: pilot (SPY, AAPL, CL, EURUSD) on the validation period, feasibility... |
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