Metadata-Version: 2.1
Name: vartests
Version: 0.1.8.4
Summary: Statistic tests for Value at Risk (VaR) Models.
License: MIT
Author: Rafael Rodrigues
Author-email: rafael.rafarod@gmail.com
Requires-Python: >=3.8,<4.0
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Requires-Dist: arch (>=5.0.1,<6.0.0)
Requires-Dist: pandas (>=1.3.4,<2.0.0)
Requires-Dist: pygosolnp (>=2021.5.1,<2022.0.0)
Requires-Dist: statsmodels (>=0.13.2,<0.14.0)
Requires-Dist: tqdm (>=4.62.3,<5.0.0)
