Man pages for portvine
Vine Based (Un)Conditional Portfolio Risk Measure Estimation
| default_garch_spec | Default specifications for ARMA-GARCH models |
| est_es | Estimate the Expected Shortfall (ES) |
| estimate_risk_roll | (Un-)conditional rolling risk estimation using vine copulas |
| est_var | Estimate the Value at Risk (VaR) |
| fitted_marginals | Accessor method for the fitted marginal models of... |
| fitted_vines | Accessor method for the fitted vine copula models of... |
| marginal_settings-class | S4 class for the marginal settings |
| portvine_roll-class | S4 output class for the function 'estimate_risk_roll()' |
| risk_estimates | Accessor methods for the risk estimates of... |
| roll_residuals | Extract fitted standardized residuals from a uGARCHroll... |
| sample_returns_small | A sample of log returns for 3 assets. |
| vine_settings-class | S4 class for the vine settings |
