arch.covariance.kernel.ParzenGeometric.cov¶
- property ParzenGeometric.cov : CovarianceEstimate¶
The estimated covariances.
- Returns:¶
Covariance estimate instance containing 4 estimates:
long_run
short_run
one_sided
one_sided_strict
- Return type:¶
See also
arch.covariance.kernel.CovarianceEstimateThe container of the covariance estimates.