| ARFIMA-class | class: High Level ARFIMA class |
| arfimacv | ARFIMAX time series cross validation |
| ARFIMAdistribution-class | class: ARFIMA Parameter Distribution Class |
| arfimadistribution-methods | function: ARFIMA Parameter Distribution via Simulation |
| ARFIMAfilter-class | class: ARFIMA Filter Class |
| arfimafilter-methods | function: ARFIMA Filtering |
| ARFIMAfit-class | class: ARFIMA Fit Class |
| arfimafit-methods | function: ARFIMA Fit |
| ARFIMAforecast-class | class: ARFIMA Forecast Class |
| arfimaforecast-methods | function: ARFIMA Forecasting |
| ARFIMAmultifilter-class | class: ARFIMA Multiple Filter Class |
| ARFIMAmultifit-class | class: ARFIMA Multiple Fit Class |
| ARFIMAmultiforecast-class | class: ARFIMA Multiple Forecast Class |
| ARFIMAmultispec-class | class: ARFIMA Multiple Specification Class |
| ARFIMApath-class | class: ARFIMA Path Simulation Class |
| arfimapath-methods | function: ARFIMA Path Simulation |
| ARFIMAroll-class | class: ARFIMA Rolling Forecast Class |
| arfimaroll-methods | function: ARFIMA Rolling Density Forecast and Backtesting |
| ARFIMAsim-class | class: ARFIMA Simulation Class |
| arfimasim-methods | function: ARFIMA Simulation |
| ARFIMAspec-class | class: ARFIMA Specification Class |
| arfimaspec-methods | function: ARFIMA Specification |
| autoarfima | Automatic Model Selection for ARFIMA models |
| BerkowitzTest | Berkowitz Density Forecast Likelihood Ratio Test |
| DACTest | Directional Accuracy Test |
| DateTimeUtilities | A small set of utilities to work with some time and date... |
| dji30ret | data: Dow Jones 30 Constituents Closing Value Log Return |
| dmbp | data: Deutschemark/British pound Exchange Rate |
| ESTest | Expected Shortfall Test. |
| extradistfun | Functions exported for use in rmgarch |
| GARCHboot-class | class: GARCH Bootstrap Class |
| GARCHdistribution-class | class: GARCH Parameter Distribution Class |
| GARCHfilter-class | class: GARCH Filter Class |
| GARCHfit-class | class: GARCH Fit Class |
| GARCHforecast-class | class: GARCH Forecast Class |
| GARCHpath-class | class: GARCH Path Simulation Class |
| GARCHroll-class | class: GARCH Roll Class |
| GARCHsim-class | class: GARCH Simulation Class |
| GARCHspec-class | class: GARCH Spec Class |
| GARCHtests-class | class: GARCH Tests Class |
| ghyptransform | Distribution: Generalized Hyperbolic Transformation and... |
| GMMTest | The GMM Orthogonality Test of Hansen |
| HLTest | The Non-Parametric Density Test of Hong and Li |
| mcs | Model Confidence Set Test |
| multifilter-methods | function: Univariate GARCH and ARFIMA Multiple Filtering |
| multifit-methods | function: Univariate GARCH and ARFIMA Multiple Fitting |
| multiforecast-methods | function: Univariate GARCH and ARFIMA Multiple Forecasting |
| multispec-methods | function: Univariate multiple GARCH Specification |
| rGARCH-class | class: rGARCH Class |
| rugarch-package | The rugarch package |
| sp500ret | data: Standard and Poors 500 Closing Value Log Return |
| spyreal | data: SPDR Standard and Poors 500 Open-Close Daily Return and... |
| ugarchbench | Benchmark: The Benchmark Test Suite |
| uGARCHboot-class | class: Univariate GARCH Bootstrap Class |
| ugarchboot-methods | function: Univariate GARCH Forecast via Bootstrap |
| ugarchdist | Distribution: rugarch distribution functions |
| uGARCHdistribution-class | class: Univariate GARCH Parameter Distribution Class |
| ugarchdistribution-methods | function: Univariate GARCH Parameter Distribution via... |
| uGARCHfilter-class | class: Univariate GARCH Filter Class |
| ugarchfilter-methods | function: Univariate GARCH Filtering |
| uGARCHfit-class | class: Univariate GARCH Fit Class |
| ugarchfit-methods | function: Univariate GARCH Fitting |
| uGARCHforecast-class | class: Univariate GARCH Forecast Class |
| ugarchforecast-methods | function: Univariate GARCH Forecasting |
| uGARCHmultifilter-class | class: Univariate GARCH Multiple Filter Class |
| uGARCHmultifit-class | class: Univariate GARCH Multiple Fit Class |
| uGARCHmultiforecast-class | class: Univariate GARCH Multiple Forecast Class |
| uGARCHmultispec-class | class: Univariate GARCH Multiple Specification Class |
| uGARCHpath-class | class: Univariate GARCH Path Simulation Class |
| ugarchpath-methods | function: Univariate GARCH Path Simulation |
| uGARCHroll-class | class: Univariate GARCH Rolling Forecast Class |
| ugarchroll-methods | function: Univariate GARCH Rolling Density Forecast and... |
| uGARCHsim-class | class: Univariate GARCH Simulation Class |
| ugarchsim-methods | function: Univariate GARCH Simulation |
| uGARCHspec-class | class: Univariate GARCH Specification Class |
| ugarchspec-methods | function: Univariate GARCH Specification |
| VaRDurTest | VaR Duration Test |
| VaRloss | Value at Risk loss function of Gonzalez-Rivera, Lee, and... |
| VaRplot | Value at Risk Exceedances plot |
| VaRTest | Value at Risk Exceedances Test |
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