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