Uses of Class
com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments

Packages that use ReturnsMoments

Package	Description
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit
com.numericalmethod.suanshu.finance.trading.returns.moments

Uses of ReturnsMoments in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit that return ReturnsMoments

Modifier and Type	Method and Description
ReturnsMoments	SimpleGARCHMoments2.estimate(Matrix stdinno)
ReturnsMoments	SimpleAR1Moments.estimate(Matrix returns)
ReturnsMoments	SimpleGARCHMoments1.estimate(Matrix returns)

Uses of ReturnsMoments in com.numericalmethod.suanshu.finance.trading.returns.moments

Methods in com.numericalmethod.suanshu.finance.trading.returns.moments that return ReturnsMoments

Modifier and Type	Method and Description
ReturnsMoments	ReturnsMoments.Estimator.estimate(Matrix returns) Estimates the moments from a given returns matrix.
ReturnsMoments	MomentsEstimatorLedoitWolf.estimate(Matrix returns)