Uses of Enum Class
com.quantfinlib.volatility.Innovation

Packages that use Innovation

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

Uses of Innovation in com.quantfinlib.volatility

Subclasses with type arguments of type Innovation in com.quantfinlib.volatility

Modifier and Type	Class	Description
enum	Innovation	Distribution of the standardised innovation z_t = r_t / √h_t in the GARCH-family likelihoods.

Methods in com.quantfinlib.volatility that return Innovation

Modifier and Type	Method	Description
Innovation	Egarch11.Fit.innovation()	innovation (the innovation distribution used).
Innovation	Garch11.Fit.innovation()	innovation (the innovation distribution used).
Innovation	GjrGarch11.Fit.innovation()	innovation (the innovation distribution used).
static Innovation	Innovation.valueOf(String name)	Returns the enum constant of this class with the specified name.
static Innovation[]	Innovation.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.volatility with parameters of type Innovation

Modifier and Type	Method	Description
static Egarch11.Fit	Egarch11.estimate(double[] returns, Innovation innovation)	Maximum-likelihood fit with standard errors (at least 100 finite returns).
static Garch11.Fit	Garch11.estimate(double[] returns, Innovation innovation)	Maximum-likelihood fit with standard errors.
static GjrGarch11.Fit	GjrGarch11.estimate(double[] returns, Innovation innovation)	Maximum-likelihood fit with standard errors (at least 100 finite returns).

Constructors in com.quantfinlib.volatility with parameters of type Innovation

Modifier	Constructor	Description
	Fit(Egarch11.Params params, Innovation innovation, double nu, double[] standardErrors, double[] robustStandardErrors)	Creates the value; array and collection arguments are copied.
	Fit(Garch11.Params params, Innovation innovation, double nu, double[] standardErrors, double[] robustStandardErrors)	Creates the value; array and collection arguments are copied.
	Fit(GjrGarch11.Params params, Innovation innovation, double nu, double[] standardErrors, double[] robustStandardErrors)	Creates the value; array and collection arguments are copied.