Files in ccgarch
Conditional Correlation GARCH models
inst
inst/CITATION
src
src/Makevars
src/R_dcc_sim.c
src/R_uni_vola_sim.c
src/R_uni_vola.c
src/R_stcc_sim.c
src/R_vector_garch.c
src/Makevars.win
src/R_eccc_sim.c
src/R_dcc.c
NAMESPACE
R
R/uni_vola.R
R/robust_kurtosis.R
R/vec.garch.derivative.R
R/loglik_dcc.R
R/d2lv.R
R/simulate_eccc.R
R/simulate_dcc.R
R/analytical_Hessian.R
R/p_mat.R
R/dcc_estimation2.R
R/dlv_est.R
R/dcc_estimation.R
R/dlc.R
R/loglik_eccc.R
R/dlv.R
R/grad_dcc2.R
R/uni_vola_sim.R
R/loglik_dcc2.R
R/hh_test.R
R/robust_skewness.R
R/vector_garch.R
R/analytical_grad.R
R/jb_test.R
R/loglik_dcc1.R
R/tr_func.R
R/ljung_box_test.R
R/grad_dcc_full.R
R/simulate_stcc.R
R/fourth.R
R/stationarity.R
R/deriv_R.R
R/R_dcc.R
R/eccc_estimation.R
R/dcc_estimation1.R
R/nt_test.R
R/dcc_results.R
MD5
DESCRIPTION
ChangeLog
man
man/uni_vola.Rd
man/rob_kr.Rd
man/stcc_sim.Rd
man/loglik_eccc.Rd
man/fourth.Rd
man/dcc_est.Rd
man/eccc_sim.Rd
man/dcc_estimation1.Rd
man/p_mat.Rd
man/eccc_estimation.Rd
man/tr_func.Rd
man/dlv_est.Rd
man/d2lv.Rd
man/uni_vola_sim.Rd
man/vector_garch.Rd
man/analytical_Hessian.Rd
man/vdR.Rd
man/stationarity.Rd
man/dcc_estimation.Rd
man/grad_full_likelihood.Rd
man/vec_garch_derivative.Rd
man/grad_dcc2.Rd
man/loglik_dcc.Rd
man/loglik_dcc2.Rd
man/dcc_results.Rd
man/ljung_box_test.Rd
man/analytical_grad.Rd
man/dcc_sim.Rd
man/jb_test.Rd
man/loglik_dcc1.Rd
man/rob_sk.Rd
man/nt_test.Rd
man/dlc.Rd
man/hh_test.Rd
man/dcc_estimation2.Rd
man/dlv.Rd
