| Interface | Description |
|---|---|
| ResamplerModel |
| Class | Description |
|---|---|
| SimpleAR1Fit |
This class does a quick AR(1) fitting to the time series, essentially
treating the returns as independent.
|
| SimpleAR1Moments | |
| SimpleGARCHFit |
This class does a quick GARCH(1,1) fitting to the time series, essentially
treating the returns as independent.
|
| SimpleGARCHMoments1 |
Estimates the moments by GARCH model.
|
| SimpleGARCHMoments2 |
Estimates the moments by GARCH model.
|
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