Man pages for tvgarch
Time Varying GARCH Modelling
| coef.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| coef.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch'... |
| coef.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
| combos | Compute all combinations of a hierarchy of models of n... |
| dccObj | Auxiliary functions |
| mtvgarch | Estimate a multivariate TV-GARCH-X model |
| mtvgarchSim | Simulate from a multivariate TV-GARCH-X model |
| tvgarch | Estimate a TV-GARCH-X model |
| tvgarchObj | Auxiliary functions |
| tvgarch-package | Time Varying GARCH Modelling |
| tvgarchSim | Simulate from a univariate TV-GARCH-X model |
| tvgarchTest | Test of a multiplicative time-varying GARCH model |
