Files in rmgarch

Multivariate GARCH Models

.Rinstignore

MD5

ChangeLog

README.md

NAMESPACE

DESCRIPTION

TODO

R/rmgarch-classes.R R/rmgarch-extrafun.R R/rdcc-classes.R R/copula-postestimation.R R/rdcc-solver.R R/rdcc-main.R R/copula-methods.R R/copula-main.R R/gogarch-distributions.R R/gogarch-classes.R R/copula-solver.R R/rmgarch-mmean.R R/fdcc-likelihoods.R R/rdcc-postestimation.R R/rmgarch-tests.R R/gogarch-main.R R/rdcc-plots.R R/rmgarch-scenario.R R/rmgarch-var.R R/rdcc-methods.R R/copula-fn.R R/rdcc-mdistributions.R R/zzz.R R/copula-distributions.R R/rdcc-likelihoods.R R/copula-transformations.R R/copula-classes.R R/rmgarch-ica.R R/gogarch-methods.R R/copula-likelihoods.R R/fdcc-main.R R/rmgarch-functions.R R/rmgarch-series.R

src/Makevars.win

src/Makevars

src/rmdist.h

src/copulas.cpp

src/ica.h

src/copulas.h

src/rdcc.h

src/gogarch.h

src/rmdist.cpp

src/init.c

src/gogarch.cpp

src/rdcc.cpp

src/ica.cpp

inst/COPYRIGHTS

inst/CITATION

inst/doc/The_rmgarch_models.Rnw

inst/doc/The_rmgarch_models.pdf inst/rmgarch.tests/runtests.R inst/rmgarch.tests/rmgarch.test6.R inst/rmgarch.tests/rmgarch.test3.R inst/rmgarch.tests/rmgarch.test2.R inst/rmgarch.tests/rmgarch.test4.R inst/rmgarch.tests/rmgarch.test5.R inst/rmgarch.tests/rmgarch.test1.R

build/vignette.rds

vignettes/rmgarch1.tex

vignettes/The_rmgarch_models.Rnw

vignettes/rmgarchbib.bib

data/dji30retw.rda

man/goGARCHspec-class.Rd man/mGARCHfilter-class.Rd man/fmoments-methods.Rd man/dccsim-methods.Rd man/goGARCHfit-class.Rd man/wmargin.Rd man/rmgarch-package.Rd man/fastica.Rd man/DCCroll-class.Rd man/mGARCHsim-class.Rd man/cGARCHspec-class.Rd man/cGARCHsim-class.Rd man/goGARCHsim-class.Rd man/dccforecast-methods.Rd man/mGARCHforecast-class.Rd man/gogarchroll-methods.Rd man/last-methods.Rd man/cGARCHfilter-class.Rd man/cgarchfilter-methods.Rd man/DCCforecast-class.Rd man/DCCtest.Rd man/dji30retw.Rd man/varxfit.Rd man/mGARCHspec-class.Rd man/dccfit-methods.Rd man/radical.Rd man/fscenario-methods.Rd man/gogarchfilter-methods.Rd man/gogarchspec-methods.Rd man/cordist.Rd man/gogarchforecast-methods.Rd man/fMoments-class.Rd man/DCCfit-class.Rd man/dccroll-methods.Rd man/gogarchfit-methods.Rd man/cgarchspec-methods.Rd man/gogarchsim-methods.Rd man/cgarchsim-methods.Rd man/goGARCHfilter-class.Rd man/dccspec-methods.Rd man/mGARCHfit-class.Rd man/goGARCHfft-class.Rd man/cGARCHfit-class.Rd man/cgarchfit-methods.Rd man/goGARCHroll-class.Rd man/dccfilter-methods.Rd man/fScenario-class.Rd man/DCCspec-class.Rd man/goGARCHforecast-class.Rd man/DCCsim-class.Rd man/mGARCHroll-class.Rd man/DCCfilter-class.Rd man/goload-methods.Rd

rmgarch documentation built on Feb. 5, 2022, 1:07 a.m.