Interface | Description |
---|---|
ReturnsMoments.Estimator |
The interface to estimate moments from returns.
|
Class | Description |
---|---|
MomentsEstimatorLedoitWolf |
Estimates the first two moments of returns using
Ledoit-Wolf 2004.
|
ReturnsMoments |
Contains the estimated moments of asset returns.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.