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#Com.numericalmethod.suanshu.model.lai2010.fit Classes and Interfaces - 7 results found.
NameDescriptionTypePackageFramework
ResamplerModelInterfacecom.numericalmethod.suanshu.model.lai2010.fitSuanShu
ReturnsMomentsEstimatorInterfacecom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleAR1FitThis class does a quick AR(1) fitting to the time series, essentially treating the returns as independent.Classcom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleAR1MomentsClasscom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleGARCHFitThis class does a quick GARCH(1,1) fitting to the time series, essentially treating the returns as independent.Classcom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleGARCHFit .AR1GARCH11ModelClasscom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleGARCHMomentsEstimates the moments by GARCH model.Classcom.numericalmethod.suanshu.model.lai2010.fitSuanShu