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arch 9.0.0

arch.univariate.ARCHInMean.name

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arch 9.0.0

Univariate Volatility Models
Univariate Volatility Models
- Introduction
- Examples
- Forecasting
- Volatility Forecasting
- Value-at-Risk Forecasting
- Forecasting Scenarios
- Forecasting with Exogenous Variables
- Mean Models
  Mean Models
  - arch.univariate.ZeroMean
  - arch.univariate.ConstantMean
  - arch.univariate.ARX
  - arch.univariate.HARX
  - arch.univariate.LS
  - arch.univariate.MAMean
  - (G)ARCH-in-mean Models
    
    (G)ARCH-in-mean Models
    
    arch.univariate.ARCHInMean
    
    arch.univariate.ARCHInMean
    
    C arch.univariate.ARCHInMean
    
    arch.univariate.ARCHInMean
    
    arch.univariate.ARCHInMean.append
    
    arch.univariate.ARCHInMean.bounds
    
    arch.univariate.ARCHInMean.compute_param_cov
    
    arch.univariate.ARCHInMean.constraints
    
    arch.univariate.ARCHInMean.fit
    
    arch.univariate.ARCHInMean.fix
    
    arch.univariate.ARCHInMean.forecast
    
    arch.univariate.ARCHInMean.parameter_names
    
    arch.univariate.ARCHInMean.resids
    
    arch.univariate.ARCHInMean.simulate
    
    arch.univariate.ARCHInMean.starting_values
    
    arch.univariate.ARCHInMean.distribution
    
    arch.univariate.ARCHInMean.form
    
    arch.univariate.ARCHInMean.name arch.univariate.ARCHInMean.name
    Contents
    
    P ARCHInMean.name
    
    arch.univariate.ARCHInMean.num_params
    
    arch.univariate.ARCHInMean.volatility
    
    arch.univariate.ARCHInMean.x
    
    arch.univariate.ARCHInMean.y
  - Writing New 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
Data Sets
Warnings and Exceptions
Common Type Definitions
Contributing
Change Log

Contents

P ARCHInMean.name

arch.univariate.ARCHInMean.name¶

property ARCHInMean.name : str¶: The name of the model.

© Copyright 2021, Kevin Sheppard.

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