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finMath lib documentation

Package net.finmath.timeseries

Provides classes related to time series modeling and estimation, e.g. maximum likelihood estimation of GARCH models.

See: Description

Package net.finmath.timeseries Description

Provides classes related to time series modeling and estimation, e.g. maximum likelihood estimation of GARCH models. Contains some aspects of estimating risk distribution from historical changes.
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Copyright © 2016 Christian P. Fries.

Copyright © 2017. All rights reserved.