arch.univariate.GeneralizedError.partial_moment¶
-
GeneralizedError.
partial_moment
(n, z=0.0, parameters=None)[source]¶ Order n lower partial moment from -inf to z
- Parameters
- Returns
Partial moment
- Return type
References
- 1
Winkler et al. (1972) "The Determination of Partial Moments" Management Science Vol. 19 No. 3
Notes
The order n lower partial moment to z is
\[\int_{-\infty}^{z}x^{n}f(x)dx\]See 1 for more details.