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arch 4.13 (+31) arch.univariate.EGARCH.start

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Univariate Volatility Models
Volatility Processes
arch.univariate.EGARCH

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
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arch.univariate.EGARCH.start¶

property EGARCH.start¶

Index to use to start variance subarray selection

Return type: int

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© Copyright 2019, Kevin Sheppard.

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