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arch 7.2.0

arch.univariate.GARCH.stop

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arch 7.2.0

Univariate Volatility Models
Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Common Type Definitions
Change Log

Contents

PGARCH.stop

arch.univariate.GARCH.stop¶

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

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