Man pages for xdcclarge
Estimating a (c)DCC-GARCH Model in Large Dimensions
| cdcc_correlations | This function get the correlation matrix (Rt) of estimated... |
| cdcc_estimation | This function estimates the parameters(alpha,beta) and... |
| cdcc_gradient | This functions calculates numerical gradient of... |
| cdcc_loglikelihood | This function calculates log-likelihood of cDCC-GARCH model. |
| cdcc_optim | This function optimizes log-likelihood of cDCC-GARCH model. |
| dcc_correlations | This function get the correlation matrix (Rt) of estimated... |
| dcc_estimation | This function estimates the parameters(alpha,beta) and... |
| dcc_gradient | This functions calculates numerical gradient of... |
| dcc_loglikelihood | This function calculates log-likelihood of DCC-GARCH model. |
| dcc_optim | This function optimizes log-likelihood of DCC-GARCH model. |
| us_stocks | the closing price data of us stocks in SP500 index from... |
| xdcclarge | Package |
