@krzysztofsztompka/garch
    Preparing search index...

    Function fitDcc

    • DCC-GARCH by two-stage maximum likelihood, in this thread. fitDccInWorkers runs stage 1 on the pool.

      Parameters

      • series: readonly ArrayLike<number>[]
      • options: DccOptions = {}

      Returns DccFit

    Settings
    Member Visibility