Uses of Record Class
com.quantfinlib.volatility.VolatilityDecomposition.Decomposition

Packages that use VolatilityDecomposition.Decomposition

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

Uses of VolatilityDecomposition.Decomposition in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility that return VolatilityDecomposition.Decomposition

Modifier and Type	Method	Description
static VolatilityDecomposition.Decomposition	VolatilityDecomposition.decompose(double[] assetReturns, double[] marketReturns)	Decomposes an asset's variance against a market/benchmark series.