DQtest-methods | A regression-based test to backtest VaR models proposed by... |
garch.seg-class | An S4 method to detect the change-points in a... |
gen_pc_coef-class | A method to generate piecewise constant coefficients |
kupiec-methods | Method to backtest VaR violation using the Kupiec statistics |
pc_cccsim-methods | A method to simulate nonstationary high-dimensional CCC GARCH... |
pc_Sigma-methods | Method to simulate correlated variables with change-points |
segMGarch-package | Multiple Change-Point Detection for High-Dimensional GARCH... |
simMGarch-class | An S4 class for a nonstationary CCC model. |
TL-methods | Method to backtest VaR violation using the Traffic Light (TL)... |
tvMGarch-class | An S4 class for a nonstationary multivariate class model. |
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