Uses of Interface
net.finmath.timeseries.TimeSeriesModelParametric

Packages that use TimeSeriesModelParametric

Package	Description
net.finmath.timeseries	Provides classes related to time series modeling and estimation, e.g. maximum likelihood estimation of GARCH models.
net.finmath.timeseries.models.parametric	Classes related to estimation of time series.

Uses of TimeSeriesModelParametric in net.finmath.timeseries

Methods in net.finmath.timeseries that return TimeSeriesModelParametric

Modifier and Type	Method	Description
TimeSeriesModelParametric	TimeSeriesModelParametric.getCloneCalibrated(TimeSeries timeSeries)

Uses of TimeSeriesModelParametric in net.finmath.timeseries.models.parametric

Classes in net.finmath.timeseries.models.parametric that implement TimeSeriesModelParametric

Modifier and Type	Class	Description
class	ARMAGARCH	Lognormal process with ARMAGARCH(1,1) volatility.
class	DisplacedLognormalARMAGARCH	Displaced log-normal process with ARMAGARCH(1,1) volatility.
class	DisplacedLognormalGJRGARCH	Displaced log-normal process with GJR-GARCH(1,1) volatility.

Methods in net.finmath.timeseries.models.parametric that return TimeSeriesModelParametric

Modifier and Type	Method	Description
TimeSeriesModelParametric	ARMAGARCH.getCloneCalibrated(TimeSeries timeSeries)
TimeSeriesModelParametric	DisplacedLognormalARMAGARCH.getCloneCalibrated(TimeSeries timeSeries)
TimeSeriesModelParametric	DisplacedLognormalGJRGARCH.getCloneCalibrated(TimeSeries timeSeries)