ajdmom.mdl_2fsvj.cov

Covariance for the Two-Factor SV with jumps

Functions

cov(l1, l2, par)	Covariance in scalar
cov_yy(l1, l2)	Covariance \(cov(y_n^{l_1},y_{n+1}^{l_2})\)
dcov(l1, l2, par, wrt)	Partial derivative of covariance w.r.t.
moment_yy(l1, l2)	Co-Moment \(E[y_n^{l_1}y_{n+1}^{l_2}]\)