WebCab Portfolio Web Services for .NET v5.0 Demo

Volatility.VarianceWithHistoricalReturnsKnown Method 

Evaluates the variance of the historical returns of an asset.

public double VarianceWithHistoricalReturnsKnown(
   double[] historicalReturns
);

Parameters

historicalReturns
historicalReturns[t] is the return of the asset in the tth period.

See Also

Volatility Class | Portfolio Namespace