Uses of Interface
tech.nmfin.returns.moments.ReturnsMoments.Estimator

Packages that use ReturnsMoments.Estimator

Package	Description
tech.nmfin.portfoliooptimization
tech.nmfin.portfoliooptimization.lai2010
tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
tech.nmfin.portfoliooptimization.lai2010.fit
tech.nmfin.returns.moments

Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization

Constructors in tech.nmfin.portfoliooptimization with parameters of type ReturnsMoments.Estimator

Constructor and Description
Lai2010OptimizationAlgorithm(MVOptimizer mvOptimizer, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, int nBootstraps, double riskParameter)

Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010

Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type ReturnsMoments.Estimator

Constructor and Description
Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer) Constructs an instance of the model.

Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb

Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb with parameters of type ReturnsMoments.Estimator

Constructor and Description
NPEBPortfolioMomentsEstimator(Matrix returns, ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples)

Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010.fit

Classes in tech.nmfin.portfoliooptimization.lai2010.fit that implement ReturnsMoments.Estimator

Modifier and Type	Class and Description
class	SimpleAR1Moments
class	SimpleGARCHMoments1 Estimates the moments by GARCH model.
class	SimpleGARCHMoments2 Estimates the moments by GARCH model.

Uses of ReturnsMoments.Estimator in tech.nmfin.returns.moments

Classes in tech.nmfin.returns.moments that implement ReturnsMoments.Estimator

Modifier and Type	Class and Description
class	MomentsEstimatorLedoitWolf Estimates the first two moments of returns using Ledoit-Wolf 2004.