Class KnightSatchellTran1995MLE


  • public class KnightSatchellTran1995MLE
    extends Object
    Fits a KST model from returns.
    • Constructor Detail

      • KnightSatchellTran1995MLE

        public KnightSatchellTran1995MLE()
    • Method Detail

      • fitModel

        public KnightSatchellTran1995 fitModel​(double[] r)
        Fits a KST model from returns.
        Parameters:
        r - returns
        Returns:
        a fitted KST model