Files in xdcclarge
Estimating a (c)DCC-GARCH Model in Large Dimensions
MD5
DESCRIPTION
NAMESPACE
R/us_stocks.R
R/cdcc_loglikelihood.R
R/cdcc_estimation.R
R/cdcc_gradient.R
R/RcppExports.R
R/dcc_optim.R
R/cdcc_optim.R
R/cdcc_correlations.R
R/dcc_gradient.R
R/dcc_estimation.R
R/dcc_correlations.R
R/xdcclarge.R
R/dcc_loglikelihood.R
src/dcc_compositelik.cpp
src/cdcc_construct.cpp
src/cdcc_compositelik.cpp
src/xdcclarge_init.c
src/RcppExports.cpp
src/dcc_construct.cpp
man/dcc_loglikelihood.Rd
man/cdcc_optim.Rd
man/us_stocks.Rd
man/dcc_estimation.Rd
man/dcc_correlations.Rd
man/dcc_optim.Rd
man/cdcc_gradient.Rd
man/cdcc_estimation.Rd
man/dcc_gradient.Rd
man/cdcc_loglikelihood.Rd
man/cdcc_correlations.Rd
man/xdcclarge.Rd
data/datalist
data/us_stocks.rda
