Metadata-Version: 2.1
Name: parametricGarch
Version: 0.0.2
Summary: Parametric Bootstrapping via the GARCH model
Home-page: https://github.com/chideraani/ParametricGarch
Author: Chidera
Author-email: chideraani27@gmail.com
License: GNU
Keywords: python,bootstrapping,garch,volatility,VaR,risk management,parametric bootstrapping
Platform: UNKNOWN
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Natural Language :: English
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Development Status :: 5 - Production/Stable
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: arch
Requires-Dist: pandas
Requires-Dist: scipy

A package that estimates the Volatility and Value-at-Risk (VaR) of financial assets using parametric bootstrapping via the GARCH model

