API for BEKKs
Multivariate Conditional Volatility Modelling and Forecasting
| Global functions | |
|---|---|
| .onLoad | Source code |
| .onUnload | Source code |
| AIC.bekkFit | Source code |
| BEKKs | Man page |
| BEKKs-package | Man page |
| BIC.bekkFit | Source code |
| GoldStocksBonds | Man page |
| QML_sd | Source code |
| QML_sd_asymm | Source code |
| QML_sd_dbekk | Source code |
| QML_sd_dbekka | Source code |
| QML_sd_sbekk | Source code |
| QML_sd_sbekk_asymm | Source code |
| QML_t_ratios | Source code |
| QML_t_ratios_asymm | Source code |
| QML_t_ratios_dbekk | Source code |
| QML_t_ratios_dbekka | Source code |
| QML_t_ratios_sbekk | Source code |
| QML_t_ratios_sbekk_asymm | Source code |
| RMSE | Source code |
| StocksBonds | Man page |
| VaR | Man page Source code |
| VaR.bekkFit | Source code |
| VaR.bekkForecast | Source code |
| YLagCr | Source code |
| _PACKAGE | Man page |
| backtest | Man page Source code |
| backtest.bekkFit | Source code |
| bekk_fit | Man page Source code |
| bekk_fit.bekk | Source code |
| bekk_fit.bekka | Source code |
| bekk_fit.dbekk | Source code |
| bekk_fit.dbekka | Source code |
| bekk_fit.sbekk | Source code |
| bekk_fit.sbekka | Source code |
| bekk_mc_eval | Source code |
| bekk_spec | Man page Source code |
| bhh_asymm_bekk | Source code |
| bhh_asymm_dbekk | Source code |
| bhh_asymm_sbekk | Source code |
| bhh_bekk | Source code |
| bhh_dbekk | Source code |
| bhh_sbekk | Source code |
| coef_mat | Source code |
| coef_mat_asymm | Source code |
| coef_mat_asymm_diagonal | Source code |
| coef_mat_asymm_scalar | Source code |
| coef_mat_diagonal | Source code |
| coef_mat_scalar | Source code |
| commutation_mat | Source code |
| cut_mat_asymmetric | Source code |
| cut_mat_symmetric | Source code |
| diag_selection_mat | Source code |
| duplication_mat | Source code |
| eigen_value_decomposition | Source code |
| elimination_mat | Source code |
| expected_indicator_value | Source code |
| extract_csd | Source code |
| gridSearch_BEKK | Source code |
| gridSearch_asymmetricBEKK | Source code |
| gridSearch_asymmetricdBEKK | Source code |
| gridSearch_asymmetricsBEKK | Source code |
| gridSearch_dBEKK | Source code |
| gridSearch_sBEKK | Source code |
| hesse_asymm_bekk | Source code |
| hesse_asymm_dbekk | Source code |
| hesse_asymm_sbekk | Source code |
| hesse_bekk | Source code |
| hesse_dbekk | Source code |
| hesse_sbekk | Source code |
| indicatorFunction | Source code |
| inv_gen | Source code |
| llv | Source code |
| logLik.bekkFit | Man page Source code |
| loglike_asymm_bekk | Source code |
| loglike_asymm_dbekk | Source code |
| loglike_asymm_sbekk | Source code |
| loglike_bekk | Source code |
| loglike_dbekk | Source code |
| loglike_sbekk | Source code |
| plot.backtest | Source code |
| plot.bekkFit | Source code |
| plot.bekkMC | Source code |
| plot.var | Source code |
| plot.virf | Source code |
| portmanteau.test | Man page Source code |
| portmanteau.test.bekkFit | Source code |
| predict | Man page |
| predict.bekk | Man page Source code |
| predict.bekka | Man page Source code |
| predict.dbekk | Man page Source code |
| predict.dbekka | Man page Source code |
| predict.sbekk | Man page Source code |
| predict.sbekka | Man page Source code |
| print.backtest | Source code |
| print.bekkFit | Man page Source code |
| print.var | Source code |
| process_object | Source code |
| process_object.bekkFit | Source code |
| process_object.bekkSpec | Source code |
| random_grid_search_BEKK | Source code |
| random_grid_search_asymmetric_BEKK | Source code |
| random_grid_search_asymmetric_dBEKK | Source code |
| random_grid_search_asymmetric_sBEKK | Source code |
| random_grid_search_dBEKK | Source code |
| random_grid_search_sBEKK | Source code |
| residuals.bekkFit | Man page Source code |
| score_asymm_bekk | Source code |
| score_asymm_dbekk | Source code |
| score_asymm_sbekk | Source code |
| score_bekk | Source code |
| score_dbekk | Source code |
| score_sbekk | Source code |
| set_seed | Source code |
| sigma_bekk | Source code |
| sigma_bekk_asymm | Source code |
| sigma_sbekk | Source code |
| sigma_sbekk_asymm | Source code |
| simulate | Man page |
| simulate.bekk | Man page Source code |
| simulate.bekka | Man page Source code |
| simulate.dbekk | Man page Source code |
| simulate.dbekka | Man page Source code |
| simulate.sbekk | Man page Source code |
| simulate.sbekka | Man page Source code |
| simulate_bekk_c | Source code |
| simulate_bekka_c | Source code |
| simulate_dbekk_c | Source code |
| simulate_dbekka_c | Source code |
| simulate_sbekk_c | Source code |
| simulate_sbekka_c | Source code |
| summary.backtest | Source code |
| summary.bekk | Source code |
| summary.bekka | Source code |
| summary.dbekk | Source code |
| summary.dbekka | Source code |
| summary.sbekk | Source code |
| summary.sbekka | Source code |
| valid_asymm_bekk | Source code |
| valid_asymm_bekk_sim | Source code |
| valid_asymm_sbekk | Source code |
| valid_bekk | Source code |
| valid_sbekk | Source code |
| virf | Man page Source code |
| virf.bekk | Source code |
| virf.dbekk | Source code |
| virf.sbekk | Source code |
| virf_bekk | Source code |
| virf_bekka | Source code |
| virf_dbekk | Source code |
| virf_sbekk | Source code |
