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arch 4.15 arch.covariance.kernel.CovarianceEstimate.long_run

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

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

property CovarianceEstimate.long_run[source]¶: The long-run covariance estimate.

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