Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level
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Updated
Apr 26, 2026 - Python
Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level
Generate non-normal distributions with given a mean, variance, skewness and kurtosis with python
Option pricing with non-normal price or log price distributions
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