Uses of Class
com.quantfinlib.volatility.EwmaVolatility

Packages that use EwmaVolatility

Package	Description
com.quantfinlib.volatility	Volatility models: EWMA, GARCH-family, HAR-RV, a model-free volatility index and a systematic/idiosyncratic decomposition.

Uses of EwmaVolatility in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility that return EwmaVolatility

Modifier and Type	Method	Description
static EwmaVolatility	EwmaVolatility.riskMetrics()	The classic RiskMetrics daily decay (λ = 0.94).