Man pages for tsmarch
Multivariate ARCH Models
| bread.tsmarch | Bread Method |
| cgarch_modelspec | Copula GARCH model specification |
| cgarch_modelspec.generic | Generic Methods for the Copula GARCH model specification |
| coef.tsmarch | Extract Model Coefficients |
| combn_fast | Fast combination of n elements, taken m at a time |
| correlation_plots | Dynamic Correlation Model Plots |
| dcc_modelspec | DCC GARCH model specification |
| dcc_modelspec.generic | Generic Methods for the DCC GARCH model specification |
| dist_fft | FFT density, distribution and quantile method |
| dji30retw | Dow Jones 30 Constituents Closing Value log Weekly Return |
| estfun.tsmarch | Score Method |
| estimate.tsmarch | Estimates a model given a specification. |
| expected_shortfall | Expected Shortfall (ES) method for predicted and simulated... |
| fitted.tsmarch | Extract Model Fitted Values |
| globalindices | Global Financial Indices Closing Value log Weekly Return |
| gogarch_modelspec | GOGARCH Model specification |
| logLik.tsmarch | Extract Log-Likelihood |
| newsimpact.tsmarch | News Impact Surface |
| pit | Probability Integral Transform (PIT) for weighted FFT... |
| plot | News Impact Surface Plot |
| predict.tsmarch | Model Prediction |
| print.tsmarch.estimate | Model Estimation Summary Print method |
| radical | The Robust Accurate, Direct ICA ALgorithm (RADICAL) |
| reexports | Objects exported from other packages |
| residuals.tsmarch | Extract Model Residuals |
| simulate.tsmarch | Model Simulation |
| summary.tsmarch | Model Estimation Summary |
| tsaggregate.tsmarch | Weighted Moments Aggregation |
| tscokurt.tsmarch | Cokurtosis Extractor |
| tsconvolve | Convolution |
| tscor.tsmarch | Correlation Extractor |
| tscoskew.tsmarch | Coskewness Extractor |
| tscov.tsmarch | Covariance Extractor |
| tsfilter.tsmarch | Model Filtering |
| tsmarch-package | tsmarch: Multivariate ARCH Models |
| value_at_risk | Value at Risk (VaR) method for predicted and simulated... |
| vcov.tsmarch | The Covariance Matrix of the Estimated Parameters |
