Files in dccmidas
DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
MD5
NEWS.md
NAMESPACE
DESCRIPTION
R/RcppExports.R
R/data.R
R/functions.R
src/Makevars.win
src/Makevars
src/det.cpp
src/RcppExports.cpp
src/invf.cpp
inst/REFERENCES.bib
inst/CITATION
build/partial.rdb
data/ftse100.rda
data/indpro.rda
data/nasdaq.rda
data/sp500.rda
man/cov_eval.Rd
man/QMLE_sd.Rd
man/a_dccmidas_loglik.Rd
man/deco_loglik.Rd
man/deco_mat_est.Rd
man/indpro.Rd
man/dBEKK_loglik.Rd
man/sBEKK_mat_est.Rd
man/Det.Rd
man/riskmetrics_mat.Rd
man/bekk_fit.Rd
man/Inv.Rd
man/sp500.Rd
man/a_dccmidas_mat_est.Rd
man/dBEKK_mat_est.Rd
man/dccmidas_mat_est.Rd
man/a_dcc_mat_est.Rd
man/summary.dccmidas.Rd
man/dcc_fit.Rd
man/sBEKK_loglik.Rd
man/ftse100.Rd
man/plot_dccmidas.Rd
man/dcc_loglik.Rd
man/nasdaq.Rd
man/dcc_mat_est.Rd
man/grapes-pow-grapes.Rd
man/a_dcc_loglik.Rd
man/print.dccmidas.Rd
man/dccmidas_loglik.Rd
man/moving_cov.Rd
