Package tech.nmfin.trend.kst1995
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Class Summary Class Description KnightSatchellTran1995 Implements the Knight-Satchell-Tran model of financial asset returns.KnightSatchellTran1995MLE Fits a KST model from returns.
Class | Description |
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KnightSatchellTran1995 |
Implements the Knight-Satchell-Tran model of financial asset returns.
|
KnightSatchellTran1995MLE |
Fits a KST model from returns.
|