Package | Description |
---|---|
tech.nmfin.portfoliooptimization.lai2010.fit | |
tech.nmfin.returns.moments |
Modifier and Type | Method and Description |
---|---|
ReturnsMoments |
SimpleGARCHMoments2.estimate(Matrix stdinno) |
ReturnsMoments |
SimpleAR1Moments.estimate(Matrix returns) |
ReturnsMoments |
SimpleGARCHMoments1.estimate(Matrix returns) |
Modifier and Type | Method and Description |
---|---|
ReturnsMoments |
MomentsEstimatorLedoitWolf.estimate(Matrix returns) |
ReturnsMoments |
ReturnsMoments.Estimator.estimate(Matrix returns)
Estimates the moments from a given returns matrix.
|
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