Files in rugarch
Univariate GARCH Models

ChangeLog
DESCRIPTION
README.md
.Rinstignore
MD5
NAMESPACE
R/rugarch-sgarch.R R/rugarch-helperfn.R R/rugarch-classes.R R/rugarch-benchmarks.R R/rugarch-igarch.R R/rugarch-realgarch.R R/rugarch-series.R R/zzz.R R/rugarch-lossfn.R R/arfima-main.R R/rugarch-multi.R R/rugarch-csgarch.R R/rugarch-fgarch.R R/rugarch-mcsgarch.R R/rugarch-cv.R R/rugarch-bootstrap.R R/rugarch-solvers.R R/rugarch-graphs.R R/arfima-multi.R R/rugarch-uncertainty.R R/rugarch-tests.R R/rugarch-startpars.R R/rugarch-methods.R R/rugarch-gjrgarch.R R/rugarch-cwrappers.R R/rugarch-plots.R R/arfima-classes.R R/rugarch-kappa.R R/rugarch-numderiv.R R/rugarch-imports.R R/rugarch-egarch.R R/arfima-methods.R R/rugarch-rolling.R R/rugarch-distributions.R R/rugarch-armafor.R R/rugarch-aparch.R
vignettes/Introduction_to_the_rugarch_package.tex
vignettes/dist2.png
vignettes/rugarchbib.bib
vignettes/fitplot.png
vignettes/dist3.png
vignettes/ghyp1.png
vignettes/roll.png
vignettes/dist11.png
vignettes/ghyp2.png
vignettes/Introduction_to_the_rugarch_package.Rnw
vignettes/rugarch.tex
vignettes/ghyp3.png
vignettes/ghyp4.png
vignettes/dist1.png
vignettes/boot_partial.png
inst/COPYRIGHTS
inst/CITATION
inst/rugarch.tests/rugarch.test4.R inst/rugarch.tests/rugarch.test10.R inst/rugarch.tests/rugarch.test11.R inst/rugarch.tests/rugarch.test5.R inst/rugarch.tests/rugarch.test7.R inst/rugarch.tests/rugarch.test13.R inst/rugarch.tests/rugarch.test12.R inst/rugarch.tests/rugarch.test6.R inst/rugarch.tests/rugarch.test2.R inst/rugarch.tests/rugarch.test8.R inst/rugarch.tests/rugarch.test9.R inst/rugarch.tests/rugarch.test3.R inst/rugarch.tests/rugarch.test1.R inst/rugarch.tests/runtests.R
inst/doc/Introduction_to_the_rugarch_package.Rnw
inst/doc/Introduction_to_the_rugarch_package.pdf
src/distributions.c
src/Makevars
src/garchsim.h
src/Makevars.win
src/garchmodels.c
src/rugarch.c
src/filters.h
src/fracdiff.h
src/gig.c
src/nig.c
src/garchsim.cpp
src/distributions.h
src/fracdiff.c
src/gig.h
src/nig.h
src/rugarch.h
src/filters.c
src/fracimport.f
data/sp500ret.rda
data/dmbp.rda
data/dji30ret.rda
data/spyreal.rda
man/GARCHfilter-class.Rd man/GARCHforecast-class.Rd man/ARFIMAroll-class.Rd man/multiforecast-methods.Rd man/VaRloss.Rd man/multifilter-methods.Rd man/VaRTest.Rd man/ARFIMAfilter-class.Rd man/DateTimeUtilities.Rd man/ugarchdistribution-methods.Rd man/HLTest.Rd man/GARCHpath-class.Rd man/ARFIMAsim-class.Rd man/mcs.Rd man/GARCHdistribution-class.Rd man/GARCHfit-class.Rd man/uGARCHmultifilter-class.Rd man/arfimaroll-methods.Rd man/rugarch-package.Rd man/uGARCHpath-class.Rd man/uGARCHsim-class.Rd man/rGARCH-class.Rd man/ugarchfit-methods.Rd man/spyreal.Rd man/ARFIMApath-class.Rd man/dji30ret.Rd man/ARFIMA-class.Rd man/uGARCHmultiforecast-class.Rd man/arfimacv.Rd man/GARCHroll-class.Rd man/uGARCHmultifit-class.Rd man/ugarchroll-methods.Rd man/ugarchsim-methods.Rd man/ghyptransform.Rd man/GARCHtests-class.Rd man/VaRplot.Rd man/uGARCHroll-class.Rd man/arfimadistribution-methods.Rd man/ARFIMAforecast-class.Rd man/ugarchboot-methods.Rd man/uGARCHfilter-class.Rd man/uGARCHfit-class.Rd man/ARFIMAdistribution-class.Rd man/uGARCHspec-class.Rd man/multispec-methods.Rd man/arfimaforecast-methods.Rd man/ARFIMAmultifit-class.Rd man/ugarchdist.Rd man/arfimasim-methods.Rd man/GMMTest.Rd man/uGARCHforecast-class.Rd man/GARCHsim-class.Rd man/DACTest.Rd man/ARFIMAmultispec-class.Rd man/ugarchforecast-methods.Rd man/ARFIMAmultifilter-class.Rd man/GARCHspec-class.Rd man/ARFIMAfit-class.Rd man/ARFIMAmultiforecast-class.Rd man/ugarchpath-methods.Rd man/arfimaspec-methods.Rd man/uGARCHmultispec-class.Rd man/arfimafilter-methods.Rd man/uGARCHboot-class.Rd man/ugarchbench.Rd man/BerkowitzTest.Rd man/multifit-methods.Rd man/arfimafit-methods.Rd man/GARCHboot-class.Rd man/ugarchfilter-methods.Rd man/VaRDurTest.Rd man/arfimapath-methods.Rd man/autoarfima.Rd man/ugarchspec-methods.Rd man/ARFIMAspec-class.Rd man/dmbp.Rd man/uGARCHdistribution-class.Rd man/ESTest.Rd man/sp500ret.Rd
build/vignette.rds
rugarch documentation built on Oct. 9, 2017, 1:09 a.m.