bread.cgarch.estimate | Bread Method |
bread.dcc.estimate | Bread Method |
cgarch_modelspec | Generic Methods for the Copula GARCH model specification |
cgarch_modelspec.tsgarch.multi_estimate | Copula GARCH model specification |
coef | Extract Model Coefficients |
coef.cgarch.estimate | Extract Model Coefficients |
coef.dcc.estimate | Extract Model Coefficients |
coef.gogarch.estimate | Extract Model Coefficients |
combn_fast | Fast combination of n elements, taken m at a time |
dcc_modelspec | Generic Methods for the DCC GARCH model specification |
dcc_modelspec.tsgarch.multi_estimate | DCC GARCH model specification |
dfft | FFT density, distribution and quantile method |
dfft.gogarch.fft | FFT density, distribution and quantile method |
dfft.gogarch.fftsim | FFT density, distribution and quantile method |
dji30retw | Dow Jones 30 Constituents Closing Value log Weekly Return |
estfun.cgarch.estimate | Score Method |
estfun.dcc.estimate | Score Method |
estimate | Estimates a model given a specification. |
estimate.cgarch.spec | Estimates a model given a specification. |
estimate.dcc.spec | Estimates a model given a specification. |
estimate.gogarch.spec | Estimates a model given a specification. |
expected_shortfall | Expected Shortfall (ES) method for predicted and simulated objects |
expected_shortfall.cgarch.predict | Expected Shortfall (ES) method for predicted and simulated objects |
expected_shortfall.cgarch.simulate | Expected Shortfall (ES) method for predicted and simulated objects |
expected_shortfall.dcc.predict | Expected Shortfall (ES) method for predicted and simulated objects |
expected_shortfall.dcc.simulate | Expected Shortfall (ES) method for predicted and simulated objects |
expected_shortfall.gogarch.predict | Expected Shortfall (ES) method for predicted and simulated objects |
expected_shortfall.gogarch.simulate | Expected Shortfall (ES) method for predicted and simulated objects |
fitted | Extract Model Fitted Values |
fitted.cgarch.estimate | Extract Model Fitted Values |
fitted.cgarch.predict | Extract Model Fitted Values |
fitted.cgarch.simulate | Extract Model Fitted Values |
fitted.dcc.estimate | Extract Model Fitted Values |
fitted.dcc.predict | Extract Model Fitted Values |
fitted.dcc.simulate | Extract Model Fitted Values |
fitted.gogarch.estimate | Extract Model Fitted Values |
fitted.gogarch.predict | Extract Model Fitted Values |
fitted.gogarch.simulate | Extract Model Fitted Values |
globalindices | Global Financial Indices Closing Value log Weekly Return |
gogarch_modelspec | GOGARCH Model specification |
logLik | Extract Log-Likelihood |
logLik.cgarch.estimate | Extract Log-Likelihood |
logLik.dcc.estimate | Extract Log-Likelihood |
logLik.gogarch.estimate | Extract Log-Likelihood |
newsimpact.cgarch.estimate | News Impact Surface |
newsimpact.dcc.estimate | News Impact Surface |
newsimpact.gogarch.estimate | News Impact Surface |
pfft | FFT density, distribution and quantile method |
pfft.gogarch.fft | FFT density, distribution and quantile method |
pfft.gogarch.fftsim | FFT density, distribution and quantile method |
pit.gogarch.fft | Probability Integral Transform (PIT) for weighted FFT densities |
plot.cgarch.estimate | Dynamic Correlation Model Plots |
plot.dcc.estimate | Dynamic Correlation Model Plots |
plot.tsmarch.newsimpact | News Impact Surface Plot |
predict | Model Prediction |
predict.cgarch.estimate | Model Prediction |
predict.dcc.estimate | Model Prediction |
predict.gogarch.estimate | Model Prediction |
print.summary.cgarch.estimate | Model Estimation Summary Print method |
print.summary.dcc.estimate | Model Estimation Summary Print method |
print.summary.gogarch.estimate | Model Estimation Summary Print method |
print.summary.tsmarch.estimate | Model Estimation Summary Print method |
qfft | FFT density, distribution and quantile method |
qfft.gogarch.fft | FFT density, distribution and quantile method |
qfft.gogarch.fftsim | FFT density, distribution and quantile method |
radical | The Robust Accurate, Direct ICA ALgorithm (RADICAL) |
residuals | Extract Model Residuals |
residuals.cgarch.estimate | Extract Model Residuals |
residuals.dcc.estimate | Extract Model Residuals |
residuals.gogarch.estimate | Extract Model Residuals |
simulate | Model Simulation |
simulate.cgarch.estimate | Model Simulation |
simulate.dcc.estimate | Model Simulation |
simulate.gogarch.estimate | Model Simulation |
summary | Model Estimation Summary |
summary.cgarch.estimate | Model Estimation Summary |
summary.dcc.estimate | Model Estimation Summary |
summary.gogarch.estimate | Model Estimation Summary |
tsaggregate | Weighted Moments Aggregation |
tsaggregate.cgarch.estimate | Weighted Moments Aggregation |
tsaggregate.cgarch.predict | Weighted Moments Aggregation |
tsaggregate.cgarch.simulate | Weighted Moments Aggregation |
tsaggregate.dcc.estimate | Weighted Moments Aggregation |
tsaggregate.dcc.predict | Weighted Moments Aggregation |
tsaggregate.dcc.simulate | Weighted Moments Aggregation |
tsaggregate.gogarch.estimate | Weighted Moments Aggregation |
tsaggregate.gogarch.predict | Weighted Moments Aggregation |
tsaggregate.gogarch.simulate | Weighted Moments Aggregation |
tscokurt | Cokurtosis Extractor |
tscokurt.gogarch.estimate | Cokurtosis Extractor |
tscokurt.gogarch.predict | Cokurtosis Extractor |
tscokurt.gogarch.simulate | Cokurtosis Extractor |
tsconvolve | Convolution |
tsconvolve.gogarch.estimate | Convolution |
tsconvolve.gogarch.predict | Convolution |
tsconvolve.gogarch.simulate | Convolution |
tscor | Correlation Extractor |
tscor.cgarch.estimate | Correlation Extractor |
tscor.cgarch.predict | Correlation Extractor |
tscor.cgarch.simulate | Correlation Extractor |
tscor.dcc.estimate | Correlation Extractor |
tscor.dcc.predict | Correlation Extractor |
tscor.dcc.simulate | Correlation Extractor |
tscor.gogarch.estimate | Correlation Extractor |
tscor.gogarch.predict | Correlation Extractor |
tscor.gogarch.simulate | Correlation Extractor |
tscoskew | Coskewness Extractor |
tscoskew.gogarch.estimate | Coskewness Extractor |
tscoskew.gogarch.predict | Coskewness Extractor |
tscoskew.gogarch.simulate | Coskewness Extractor |
tscov | Covariance Extractor |
tscov.cgarch.estimate | Covariance Extractor |
tscov.cgarch.predict | Covariance Extractor |
tscov.cgarch.simulate | Covariance Extractor |
tscov.dcc.estimate | Covariance Extractor |
tscov.dcc.predict | Covariance Extractor |
tscov.dcc.simulate | Covariance Extractor |
tscov.gogarch.estimate | Covariance Extractor |
tscov.gogarch.predict | Covariance Extractor |
tscov.gogarch.simulate | Covariance Extractor |
tsfilter | Model Filtering |
tsfilter.cgarch.estimate | Model Filtering |
tsfilter.dcc.estimate | Model Filtering |
tsfilter.gogarch.estimate | Model Filtering |
value_at_risk | Value at Risk (VaR) method for predicted and simulated objects |
value_at_risk.cgarch.predict | Value at Risk (VaR) method for predicted and simulated objects |
value_at_risk.cgarch.simulate | Value at Risk (VaR) method for predicted and simulated objects |
value_at_risk.dcc.predict | Value at Risk (VaR) method for predicted and simulated objects |
value_at_risk.dcc.simulate | Value at Risk (VaR) method for predicted and simulated objects |
value_at_risk.gogarch.predict | Value at Risk (VaR) method for predicted and simulated objects |
value_at_risk.gogarch.simulate | Value at Risk (VaR) method for predicted and simulated objects |
vcov | The Covariance Matrix of the Estimated Parameters |
vcov.cgarch.estimate | The Covariance Matrix of the Estimated Parameters |
vcov.dcc.estimate | The Covariance Matrix of the Estimated Parameters |