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arch 4.13 (+31) arch.covariance.kernel.CovarianceEstimate.one_sided

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Long-run Covariance Estimation
arch.covariance.kernel.CovarianceEstimate

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
- Long-run Covariance Estimators
- Results
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arch.covariance.kernel.CovarianceEstimate.one_sided¶

property CovarianceEstimate.one_sided[source]¶: The one-sided covariance estimate.

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