Uses of Class
tech.nmfin.returns.moments.ReturnsMoments
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Packages that use ReturnsMoments Package Description tech.nmfin.portfoliooptimization.lai2010.fit tech.nmfin.returns.moments -
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Uses of ReturnsMoments in tech.nmfin.portfoliooptimization.lai2010.fit
Methods in tech.nmfin.portfoliooptimization.lai2010.fit that return ReturnsMoments Modifier and Type Method Description ReturnsMoments
SimpleAR1Moments. estimate(Matrix returns)
ReturnsMoments
SimpleGARCHMoments1. estimate(Matrix returns)
ReturnsMoments
SimpleGARCHMoments2. estimate(Matrix stdinno)
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Uses of ReturnsMoments in tech.nmfin.returns.moments
Methods in tech.nmfin.returns.moments that return ReturnsMoments Modifier and Type Method Description ReturnsMoments
MomentsEstimatorLedoitWolf. estimate(Matrix returns)
ReturnsMoments
ReturnsMoments.Estimator. estimate(Matrix returns)
Estimates the moments from a given returns matrix.
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