Man pages for mfGARCH
Mixed-Frequency GARCH Models

df_financialStock returns and financial conditions.
df_mfgarchMixed-frequency data set.
fit_mfgarchThis function estimates a multiplicative mixed-frequency...
plot_weighting_schemeThis function plots the weighting scheme of an estimated...
simulate_mfgarchThis function simulates a GARCH-MIDAS model. Innovations can...
simulate_mfgarch_diffusionThis function simulates a GARCH-MIDAS model where the...
mfGARCH documentation built on Aug. 10, 2018, 1:24 a.m.