Distributions¶
A distribution is the final component of an ARCH Model.
| Standard normal distribution for use with ARCH models |
| Standardized Student's distribution for use with ARCH models |
| Standardized Skewed Student's distribution for use with ARCH models |
| Generalized Error distribution for use with ARCH models |
Writing New Distributions¶
All distributions must inherit from :class:Distribution and provide all public methods.
| Template for subclassing only |