An operator-level ARCH Model

By Alexander Aue, Sebastian Kühnert, Gregory Rice, Jeremy VanderDoes

Published 2026-03-15

Everscope rating

1787.5

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

4 / 5

About this paper

Methodology: Operator-level ARCH (op-ARCH) and CCC-op-ARCH model with Yule-Walker estimation. Problem types: Time Series Forecasting, Risk Management, Density Estimation.

arXiv:2603.10272 · Code · Paper rankings

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