Files in mfGARCH

Mixed-Frequency GARCH Models

MD5

NEWS.md

NAMESPACE

DESCRIPTION

LICENSE

R/RcppExports.R R/data.R R/generic_functions.R R/simulate_mfgarch_diffusion.R R/simulate_mfgarch.R R/fit_mfgarch.R R/help.R R/helper_functions.R

src/RcppExports.cpp

src/simulate_r_rv_as_dependent.cpp

src/conditional_variance_diffusion.cpp

src/simulate_r.cpp

src/sum_tau.cpp

src/calculate_g.cpp

inst/CITATION

tests/testthat.R tests/testthat/test-estimation.R

data/df_financial.rda

data/df_mfgarch.rda

man/df_financial.Rd man/df_mfgarch.Rd man/simulate_mfgarch.Rd man/simulate_mfgarch_rv_dependent.Rd man/plot_weighting_scheme.Rd man/fit_mfgarch.Rd man/simulate_mfgarch_diffusion.Rd

mfGARCH documentation built on June 17, 2021, 5:15 p.m.