XlQuant
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    GET.PARAMETERS.RISKMETRICS
    In This Topic
    Fit a RISKMETRICS model and returns the estimated parameters.

    ARGUMENTS

    Returns Vector of returns Vector
    AR Number of autoregressives terms (>=0) Integer
    MA Number of moving average terms (>=0) Integer
    Arch Number of Arch terms (>=0) Integer
    Garch Number of Garch terms Integer
    Lambda Lambda Real number
    This function is asynchronous.

     

     

    XlQuant version : 1.0.16.0