vol_covariance: 1 tool.
Inputs, limits and outputs are described in Fincept Volatility. Full schemas:
fincept_describe_tool.Modules
Long-run covariance
Kernel (HAC) long-run covariance estimators: Bartlett/Newey-West, Parzen/Gallant, quadratic spectral/Andrews, Parzen-Riesz, Parzen geometric, Parzen-Cauchy, Tukey-Hamming, Tukey-Hanning and Tukey-Parzen, with data-driven bandwidths, kernel weights and HAC standard errors of the mean.
Toolset
⌘I