XlQuant
In This Topic
    GETX.ESTIMATES.RISKMETRICS
    In This Topic
    Returns the moments 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
    Distribution Error's term distribution ("NORMAL" or "STUDENT") Text
    Moments The estimates to be returned ("MEAN", "VARIANCE", "COVARIANCE" , "CORRELATION" or "VARCOV") Text
    VarNames Names of variables (optional) Array (strings)
    This function is asynchronous.