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 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.