Man pages for lgarch
Simulation and Estimation of Log-GARCH Models
| coef.lgarch | Extraction methods for 'lgarch' objects |
| coef.mlgarch | Extraction methods for 'mlgarch' objects |
| gdiff | Difference a vector or a matrix, with special treatment of... |
| glag | Lag a vector or a matrix, with special treatment of zoo... |
| lgarch | Estimate a log-GARCH model |
| lgarchObjective | Auxiliary functions |
| lgarch-package | Simulation and estimation of log-GARCH models |
| lgarchSim | Simulate from a univariate log-GARCH model |
| mlgarch | Estimate a multivariate CCC-log-GARCH(1,1) model |
| mlgarchObjective | Auxiliary functions |
| mlgarchSim | Simulate from a multivariate log-GARCH(1,1) model |
| rmnorm | Random number generation from the multivariate normal... |
