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FOKEP. (@fokep)

fokep

Stars
4
Global Rank 1,611,161 (Top 56 %)
Followers 2
Registered almost 7 years ago
Most used languages

Jupyter Notebook
100.0 %
Location 🇳🇴 Norway
Country Total Rank 5,076
Country Ranking

Jupyter Notebook
235

Sanso_et_al-ICSS

GAUSS implementation of ICSS from Sansó et al. "Testing for Changes in the Unconditional Variance of Financial Time Series"

Jupyter Notebook