XlQuant
In This Topic
    GET.ESTIMATES.RISKMETRICS
    In This Topic
    Returns the moments of a stationary series estimated via the RISKMETRICS model

    ARGUMENTS

    Returns Vector of returns Matrix
    AR Number of autoregressives terms (>=0) Integer
    MA Number of moving average terms (>=0) Integer
    Lambda Lambda Real number
    Moments The estimates to be returned ( "MEAN" or "VARIANCE" ) Text
    This function is asynchronous.

     

     

    XlQuant version : 1.0.16.0