public class SimpleGARCHMoments2 extends Object implements ReturnsMoments.Estimator
| Constructor and Description |
|---|
SimpleGARCHMoments2(GARCHResamplerFactory2 f) |
| Modifier and Type | Method and Description |
|---|---|
ReturnsMoments |
estimate(Matrix stdinno)
Estimates the moments from a given returns matrix.
|
public SimpleGARCHMoments2(GARCHResamplerFactory2 f)
public ReturnsMoments estimate(Matrix stdinno)
ReturnsMoments.Estimatorestimate in interface ReturnsMoments.Estimatorstdinno - a returns matrix (T-by-N)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.