API for mfGARCH
Mixed-Frequency GARCH Models
| Global functions | |
|---|---|
| calculate_g | Source code |
| calculate_h_andersen | Source code |
| calculate_p | Source code |
| calculate_phi | Source code |
| calculate_tau | Source code |
| calculate_tau_mf | Source code |
| df_financial | Man page |
| df_mfgarch | Man page |
| fit_mfgarch | Man page Source code |
| forecast_garch | Source code |
| llh_mf | Source code |
| llh_simple | Source code |
| plot.mfGARCH | Source code |
| plot_weighting_scheme | Man page Source code |
| predict.mfGARCH | Source code |
| print.mfGARCH | Source code |
| simulate_mfgarch | Man page Source code |
| simulate_mfgarch_diffusion | Man page Source code |
| simulate_mfgarch_rv_dependent | Man page Source code |
| simulate_r | Source code |
| simulate_r_rv_as_dependent | Source code |
| sum_tau | Source code |
| sum_tau_fcts | Source code |
