Uses of Class
net.finmath.timeseries.models.parametric.GARCH
| Package | Description |
|---|---|
| net.finmath.timeseries.models.parametric |
Classes related to estimation of time series.
|
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Uses of GARCH in net.finmath.timeseries.models.parametric
Methods in net.finmath.timeseries.models.parametric that return GARCH Modifier and Type Method Description GARCHGARCH. getCloneWithWindow(int windowIndexStart, int windowIndexEnd)