Enum RealismFailure 

pub enum RealismFailure {
    ThinTails,
    NoVolatilityClustering,
    NoAggregationalGaussianity,
    TimeReversalSymmetric,
}

A single stylized fact a dataset failed to exhibit.

Variants

ThinTails

Tails no fatter than a Gaussian’s.

NoVolatilityClustering

No persistence in return magnitudes.

NoAggregationalGaussianity

The distribution does not become more Gaussian under aggregation.

TimeReversalSymmetric

The process looks the same run forwards or backwards (no leverage/Zumbach).

Trait Implementations

impl Clone for RealismFailure

fn clone(&self) -> RealismFailure

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for RealismFailure

impl Debug for RealismFailure

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl Eq for RealismFailure

impl PartialEq for RealismFailure

fn eq(&self, other: &RealismFailure) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for RealismFailure