@krzysztofsztompka/garch
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Distribution
Type Alias Distribution
Distribution
:
"normal"
|
"t"
|
"skewt"
The innovations: normal, Student-t (ν), or Hansen's skewed t (ν, λ) —
arch
's
skewt
.
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@krzysztofsztompka/garch
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The innovations: normal, Student-t (ν), or Hansen's skewed t (ν, λ) —
arch'sskewt.