# rmgarch: Multivariate GARCH Models

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

- Author
- Alexios Ghalanos <alexios@4dscape.com>
- Date of publication
- 2015-12-28 08:51:15
- Maintainer
- Alexios Ghalanos <alexios@4dscape.com>
- License
- GPL-3
- Version
- 1.3-0
- URLs

## Man pages

- cGARCHfilter-class
- class: Copula Filter Class
- cgarchfilter-methods
- function: Copula-GARCH Filter
- cGARCHfit-class
- class: Copula Fit Class
- cgarchfit-methods
- function: Copula-GARCH Fit
- cGARCHsim-class
- class: Copula Simulation Class
- cgarchsim-methods
- function: Copula-GARCH Simulation
- cGARCHspec-class
- class: Copula Specification Class
- cgarchspec-methods
- function: Copula-GARCH Specification
- cordist
- A Correlation Distance Measure
- DCCfilter-class
- class: DCC Filter Class
- dccfilter-methods
- function: DCC-GARCH Filter
- DCCfit-class
- class: DCC Fit Class
- dccfit-methods
- function: DCC-GARCH Fit
- DCCforecast-class
- class: DCC Forecast Class
- dccforecast-methods
- function: DCC-GARCH Forecast
- DCCroll-class
- class: DCC Roll Class
- dccroll-methods
- function: DCC-GARCH Rolling Forecast
- DCCsim-class
- class: DCC Forecast Class
- dccsim-methods
- function: DCC-GARCH Simulation
- DCCspec-class
- class: DCC Specification Class
- dccspec-methods
- function: DCC-GARCH Specification
- DCCtest
- Engle and Sheppard Test of Dynamic Correlation
- dji30retw
- data: Dow Jones 30 Constituents Closing Value log Weekly...
- fastica
- Fast Fixed Point ICA
- fMoments-class
- Class '"fMoments"'
- fmoments-methods
- Moment Based Forecast Generation
- fScenario-class
- Class '"fScenario"'
- fscenario-methods
- Scenario Generation
- goGARCHfft-class
- Class: GO-GARCH portfolio density
- goGARCHfilter-class
- class: GO-GARCH Filter Class
- gogarchfilter-methods
- function: GO-GARCH Filter
- goGARCHfit-class
- class: GO-GARCH Fit Class
- gogarchfit-methods
- function: GO-GARCH Filter
- goGARCHforecast-class
- class: GO-GARCH Forecast Class
- gogarchforecast-methods
- function: GO-GARCH Forecast
- goGARCHroll-class
- class: GO-GARCH Roll Class
- gogarchroll-methods
- function: GO-GARCH Rolling Estimation
- goGARCHsim-class
- class: GO-GARCH Simultion Class
- gogarchsim-methods
- function: GO-GARCH Simulation
- goGARCHspec-class
- class: GO-GARCH Specification Class
- gogarchspec-methods
- function: GO-GARCH Specification
- goload-methods
- Load Scenario from File
- last-methods
- First and Last methods for accessing objects
- mGARCHfilter-class
- Class: Multivariate GARCH Filter Class
- mGARCHfit-class
- Class: Multivariate GARCH Fit Class
- mGARCHforecast-class
- Class: Multivariate GARCH Forecast Class
- mGARCHroll-class
- Class: Multivariate GARCH Roll Class
- mGARCHsim-class
- Class: Multivariate GARCH Simulation Class
- mGARCHspec-class
- Class: Multivariate GARCH Specification
- radical
- The Robust Accurate, Direct ICA aLgorithm (RADICAL).
- rmgarch-package
- The rmgarch package
- varxfit
- VARX Fit/Filter/Forecast/Simulation Functions
- wmargin
- Weighted Distribution Margin