Skip to content
arch 4.13 (+31)
arch.univariate.Normal.name
Type to start searching
ARCH
Univariate Volatility Models
Distributions
arch.univariate.Normal
arch 4.13 (+31)
ARCH
Univariate Volatility Models
Introduction
Examples
Forecasting
Volatility Forecasting
Value-at-Risk Forecasting
Forecasting Scenarios
Mean Models
Volatility Processes
Using the Fixed Variance Process
Distributions
Results
Utilities
Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log
Show Source
arch.univariate.Normal.name
¶
property
Normal.
name
¶
The name of the distribution
Return type
str