Skip to content

arch 7.2.0

arch.univariate.ARCH.num_params

Initializing search

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
  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
Common Type Definitions
Change Log

Contents

PARCH.num_params

arch.univariate.ARCH.num_params¶

property ARCH.num_params : int¶: The number of parameters in the model

Previous arch.univariate.ARCH.name

Next arch.univariate.ARCH.start

© Copyright 2021, Kevin Sheppard.

Created using Sphinx 8.1.3. and Sphinx-Immaterial