|Asymm||Asymmetric loss function|
|DM1||Distance measure defined in Eq. (3.1) of Li et al. (2016)|
|DMA||Discrepancy measure defined in Eq. (4.2) of Li et al. (2016)|
|Leig||Eigenvalue loss function|
|Lelw||Loss function defined in Eq. (4.6) of Engle et al. (2016)|
|MAE||Mean Absolute Error|
|MSE||Mean Square Error|
|StatPerMeas||Statistical performance measures to evaluate conditional...|
|Stein||Stein loss function.|
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