Man pages for BEKKs
Multivariate Conditional Volatility Modelling and Forecasting
| backtest | Backtesting via Value-at-Risk (VaR) |
| bekk_fit | Estimating multivariate BEKK-type volatility models |
| bekk_fit_methods | bekkFit method |
| BEKKs | BEKKs: Volatility modelling |
| bekk_spec | BEKK specification method |
| GoldStocksBonds | Gold stock and Bond returns |
| portmanteau.test | Performing a Portmanteau test checking for remaining... |
| predict | Forecasting conditional volatilities with BEKK models |
| simulate | Simulating BEKK models |
| StocksBonds | Daily stock and Bond returns |
| VaR | Calculating Value-at-Risk (VaR) |
| virf | Estimating multivariate volatility impulse response functions... |
