residuals.ewmaVol: residuals.ewmavol()

Description Usage Arguments Value Author(s) Examples

Description

residuals.ewmavol()

Usage

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## S3 method for class 'ewmaVol'
residuals(object, standardize = FALSE)

Arguments

object

object

standardize

standardize=FALSE

Value

object$returns/object$sigma

Author(s)

Eric Zivot

Examples

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## Not run: 
residuals.ewmavol(r)

## End(Not run)

MFTSR documentation built on May 2, 2019, 5:26 p.m.