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arch 7.2.0

arch.univariate.distribution.Distribution.name

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arch 7.2.0

Univariate Volatility Models
Univariate Volatility Models
- Introduction
- Examples
- Forecasting
- Volatility Forecasting
- Value-at-Risk Forecasting
- Forecasting Scenarios
- Forecasting with Exogenous Variables
- Mean Models
- Volatility Processes
- Using the Fixed Variance Process
- Distributions
  Distributions
  - arch.univariate.Normal
  - arch.univariate.StudentsT
  - arch.univariate.SkewStudent
  - arch.univariate.GeneralizedError
  - Writing New Distributions
    
    Writing New Distributions
    
    arch.univariate.distribution.Distribution
    
    arch.univariate.distribution.Distribution
    
    Carch.univariate.distribution.Distribution
    
    Carch.univariate.distribution.Distribution
    
    arch.univariate.distribution.Distribution.bounds
    
    arch.univariate.distribution.Distribution.cdf
    
    arch.univariate.distribution.Distribution.constraints
    
    arch.univariate.distribution.Distribution.loglikelihood
    
    arch.univariate.distribution.Distribution.moment
    
    arch.univariate.distribution.Distribution.parameter_names
    
    arch.univariate.distribution.Distribution.partial_moment
    
    arch.univariate.distribution.Distribution.ppf
    
    arch.univariate.distribution.Distribution.simulate
    
    arch.univariate.distribution.Distribution.starting_values
    
    arch.univariate.distribution.Distribution.generator
    
    arch.univariate.distribution.Distribution.name arch.univariate.distribution.Distribution.name
    Contents
    
    PDistribution.name
    
    arch.univariate.distribution.Distribution.random_state
- Results
- Utilities
- Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Common Type Definitions
Change Log

Contents

PDistribution.name

arch.univariate.distribution.Distribution.name¶

property Distribution.name : str¶: The name of the distribution

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© Copyright 2021, Kevin Sheppard.

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