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sged

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vivek-v-rao / Conditional-Skew

Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level

probability-distribution quantitative-finance ged time-series-analysis implied-volatility vix skew skewness regime-switching non-normal non-normal-distribution sged generalized-error-distribution

Updated Apr 26, 2026
Python

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