Man pages for rmgarch
Multivariate GARCH Models
| 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 |
