API for dccmidas
DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
| Global functions | |
|---|---|
| %^% | Man page |
| Det | Man page Source code |
| Inv | Man page Source code |
| QMLE_sd | Man page Source code |
| a_dcc_loglik | Man page Source code |
| a_dcc_mat_est | Man page Source code |
| a_dccmidas_loglik | Man page Source code |
| a_dccmidas_mat_est | Man page Source code |
| bekk_fit | Man page Source code |
| cov_eval | Man page Source code |
| dBEKK_loglik | Man page Source code |
| dBEKK_mat_est | Man page Source code |
| dcc_fit | Man page Source code |
| dcc_loglik | Man page Source code |
| dcc_mat_est | Man page Source code |
| dccmidas_loglik | Man page Source code |
| dccmidas_mat_est | Man page Source code |
| deco_loglik | Man page Source code |
| deco_mat_est | Man page Source code |
| ftse100 | Man page |
| indpro | Man page |
| moving_cov | Man page Source code |
| nasdaq | Man page |
| plot_dccmidas | Man page Source code |
| print.dccmidas | Man page Source code |
| riskmetrics_mat | Man page Source code |
| sBEKK_loglik | Man page Source code |
| sBEKK_mat_est | Man page Source code |
| sp500 | Man page |
| summary.dccmidas | Man page Source code |
