Package tech.nmfin.trend.kst1995
Class KnightSatchellTran1995MLE
- java.lang.Object
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- tech.nmfin.trend.kst1995.KnightSatchellTran1995MLE
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public class KnightSatchellTran1995MLE extends Object
Fits a KST model from returns.
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Constructor Summary
Constructors Constructor Description KnightSatchellTran1995MLE()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description KnightSatchellTran1995
fitModel(double[] r)
Fits a KST model from returns.
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Method Detail
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fitModel
public KnightSatchellTran1995 fitModel(double[] r)
Fits a KST model from returns.- Parameters:
r
- returns- Returns:
- a fitted KST model
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