| Interface | Description |
|---|---|
| ReturnsMoments.Estimator |
The interface to estimate moments from returns.
|
| Class | Description |
|---|---|
| MomentsEstimatorLedoitWolf |
Estimates the first two moments of returns using
Ledoit-Wolf 2004.
|
| ReturnsMoments |
Contains the estimated moments of asset returns.
|
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