Man pages for MCS
Model Confidence Set Procedure

LossMatrix of Value at Risk losses coming from 10 ARCH-type...
LossLevelLoss Function for level forecasts
LossVaRLoss Function for VaR forecasts
LossVolLoss Function for volatility forecasts
MCS-packageModel Confidence Set procedure
MCSprocedureMCSprocedure
SSM-classSSM-class
SSM-methodsSSM-methods
STOXXIndexesRetSTOXX indexes logarithmic returns from 1992-01-02 to...
MCS documentation built on May 2, 2019, 7:55 a.m.