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arch 7.2.0

arch.univariate.FixedVariance.stop

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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
  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

PFixedVariance.stop

arch.univariate.FixedVariance.stop¶

property FixedVariance.stop : int¶: Index to use to stop variance subarray selection

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