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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