[ANN] ARCHModels.jl


I am happy to announce that ARCHModels.jl just had its v0.1.0 release. ARCH (Autoregressive Conditional Volatility) models are the workhorse tools for modelling daily volatility in financial time series data. ARCHModels.jl implements simulation, estimation, forecasting, and testing for a variety of models from this class.

Feedback is welcome!