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Release 4.11

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@bashtage bashtage released this 22 Nov 16:37

This is a feature and bug release.

  • Added ARCHModelResult.std_resid
  • Error in bootstraps if inputs are not ndarrays, DataFrames or Series.
  • Added a check that the covariance is non-zero when using "studentized" confidence intervals.
    If the function bootstrapped produces statistics with 0 variance, it is not possible to
    studentized.