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... |
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