tech.nmfin.trend.kst1995

Class KnightSatchellTran1995MLE

java.lang.Object

tech.nmfin.trend.kst1995.KnightSatchellTran1995MLE

public class KnightSatchellTran1995MLE
extends Object

Fits a KST model from returns.

Constructor Summary

Constructors

Constructor and Description
KnightSatchellTran1995MLE()

Method Summary

Modifier and Type	Method and Description
KnightSatchellTran1995	fitModel(double[] r) Fits a KST model from returns.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

KnightSatchellTran1995MLE

public KnightSatchellTran1995MLE()

Method Detail

fitModel

public KnightSatchellTran1995 fitModel(double[] r)

Fits a KST model from returns.

Parameters:

r - returns

Returns:

a fitted KST model