Uses of Package
net.finmath.timeseries.models.parametric
Package | Description |
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net.finmath.timeseries.models.parametric |
Classes related to estimation of time series.
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Classes in net.finmath.timeseries.models.parametric used by net.finmath.timeseries.models.parametric Class Description GARCH Log-normal process with GARCH(1,1) volatility.