Name | Description | Type | Package | Framework |
ResamplerModel | Interface | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu | |
ReturnsMomentsEstimator | Interface | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu | |
SimpleAR1Fit | This class does a quick AR(1) fitting to the time series, essentially treating the returns as independent. | Class | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu |
SimpleAR1Moments | Class | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu | |
SimpleGARCHFit | This class does a quick GARCH(1,1) fitting to the time series, essentially treating the returns as independent. | Class | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu |
SimpleGARCHFit .AR1GARCH11Model | Class | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu | |
SimpleGARCHMoments | Estimates the moments by GARCH model. | Class | com.numericalmethod.suanshu.model.lai2010.fit | SuanShu |