public static void Main(string[] args) { Random rand = new Random(); var data = new List <double>(); for (int i = 0; i < 1000; i++) { data.Add(rand.NextDouble()); } var garch = new GARCH(data.ToArray()); Console.WriteLine(garch.GetBestParameters(null)["Vol"]); Console.ReadKey(); }
public GARCHMaxLikelihoodFunction(GARCH model) { _model = model; }