| Package | Description |
|---|---|
| tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler | |
| tech.nmfin.portfoliooptimization.lai2010.fit |
| Class and Description |
|---|
| ResamplerModel |
| SimpleGARCHFit
This class does a quick GARCH(1,1) fitting to the time series, essentially
treating the returns as independent.
|
| Class and Description |
|---|
| ResamplerModel |
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