WebCab Portfolio for .NET v5.0 Demo | |
Volatility.ReturnDuringithDay Method
This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate.
Parameters
- ithDayAssetPrice
- This in the asset price at the close of business on the ith day.
- i_1thDayAssetPrice
- This is the asset price at the close of business on the i-1th day.
See Also
Volatility Class | WebCab.Libraries.Finance.Portfolio Namespace