Files in EchoRLiu/robustGarch
Robust Garch(1,1) Model
.DS_Store
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.gitignore
DESCRIPTION
LICENSE
LICENSE.md
MISC/todolist.md
NAMESPACE
R/.DS_Store
R/data.R
R/robGarch.R
R/robustGARCH-infomat.R
R/robustGARCH-package.R
R/robustGARCH-plots.R
R/robustGARCH-summary.R
R/sysdata.rda
README.md
Sandbox/.DS_Store
Sandbox/data/AO_BM2_MY_m500_T1000_d3_h10.csv
Sandbox/data/AO_BM2_MY_m500_T1000_d3_h5.csv
Sandbox/data/AO_BM2_MY_m500_T1000_d5_h10.csv
Sandbox/data/AO_BM2_MY_m500_T1000_d5_h5.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d3_h10.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d3_h5.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d5_h5.csv
Sandbox/data/AO_BM2_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_BM2_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_BM2_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_BM2_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_BM2_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_BMEstimator1_MY_m500_T1000_d3_h5.csv
Sandbox/data/AO_BMEstimator1_model1_m1000_T500_d5_h5.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T1000_d3_h10.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T1000_d3_h5.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T1000_d5_h10.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T500_d3_h10.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T500_d3_h5.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T500_d5_h10.csv
Sandbox/data/AO_BMEstimator1_model1_m500_T500_d5_h5.csv
Sandbox/data/AO_MSE_BM1_rugarch_MY_m500_T1000_d3_h5.csv
Sandbox/data/AO_MSE_BM2_rugarch_MY_m500_T1000_d5_h5.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h10.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h5.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h10.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h5.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h10.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h5.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h5.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_QML_MY_m500_T1000_d3_h10.csv
Sandbox/data/AO_QML_MY_m500_T1000_d3_h5.csv
Sandbox/data/AO_QML_MY_m500_T1000_d5_h10.csv
Sandbox/data/AO_QML_MY_m500_T1000_d5_h5.csv
Sandbox/data/AO_QML_model1_m500_T1000_d3_h10.csv
Sandbox/data/AO_QML_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_QML_model1_m500_T1000_d3_h5.csv
Sandbox/data/AO_QML_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_QML_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_QML_model1_m500_T1000_d5_h5.csv
Sandbox/data/AO_QML_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_QML_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_QML_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_QML_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_QML_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_rugarch_MY_m500_T1000_d3_h10.csv
Sandbox/data/AO_rugarch_MY_m500_T1000_d3_h5.csv
Sandbox/data/AO_rugarch_MY_m500_T1000_d5_h10.csv
Sandbox/data/AO_rugarch_MY_m500_T1000_d5_h5.csv
Sandbox/data/AO_rugarch_model1_m1000_T500_d5_h5.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d3_h10.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d3_h5.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d5_h10.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d5_h5.csv
Sandbox/data/AO_rugarch_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/AO_rugarch_model1_m500_T500_d3_h10.csv
Sandbox/data/AO_rugarch_model1_m500_T500_d3_h5.csv
Sandbox/data/AO_rugarch_model1_m500_T500_d5_h10.csv
Sandbox/data/AO_rugarch_model1_m500_T500_d5_h5.csv
Sandbox/data/AO_rugarch_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/AO_rugarch_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/AO_rugarch_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/AO_rugarch_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/MEstimator_model2_s10_m500_T1000.csv
Sandbox/data/MEstimator_model2_s20_m500_T1000.csv
Sandbox/data/MEstimator_model2_s5_m500_T1000.csv
Sandbox/data/MSE---Norm_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_NAN.csv
Sandbox/data/MSE---Norm_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_NAN.csv
Sandbox/data/MSE---Norm_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d3_h5_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d5_h10_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d5_h5_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d3_h10_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/Norm_BM2_MY_m500_T1000_NAN.csv
Sandbox/data/Norm_BM2_model2_m500_T1000_NAN.csv
Sandbox/data/Norm_BM2_model4_m500_T1000_NAN.csv
Sandbox/data/Norm_M2_MY_m500_T1000_NAN.csv
Sandbox/data/Norm_M2_model2_m500_T1000_NAN.csv
Sandbox/data/Norm_M2_model4_m500_T1000_NAN.csv
Sandbox/data/Norm_newQML_MY_m500_T1000_NAN.csv
Sandbox/data/Norm_newQML_model2_m500_T1000_NAN.csv
Sandbox/data/Norm_newQML_model4_m500_T1000_NAN.csv
Sandbox/data/Norm_rugarchT_MY_m500_T1000_NAN.csv
Sandbox/data/Norm_rugarchT_model2_m500_T1000_NAN.csv
Sandbox/data/Norm_rugarchT_model4_m500_T1000_NAN.csv
Sandbox/data/Norm_rugarch_MY_m500_T1000_NAN.csv
Sandbox/data/Norm_rugarch_model2_m500_T1000_NAN.csv
Sandbox/data/Norm_rugarch_model4_m500_T1000_NAN.csv
Sandbox/data/RAND_AO_BM2_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_MY_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_MY_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_MY_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_BM2_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_BM2_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_M2_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_M2_MY_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_M2_MY_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_M2_MY_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_M2_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_M2_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_M2_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_M2_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_M2_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_M2_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_M2_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_model4_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_QML_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_QML_MY_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_QML_MY_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_QML_MY_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_QML_model1_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_QML_model1_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_QML_model1_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_QML_model1_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_QML_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_QML_model2_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_QML_model2_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_QML_model2_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_QML_model4_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_QML_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_QML_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_QML_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_newQML_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_newQML_MY_m500_T1000_d3_h5_NAN.csv
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Sandbox/data/RAND_AO_newQML_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_newQML_model2_m500_T1000_d3_h5_NAN.csv
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Sandbox/data/RAND_AO_newQML_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_newQML_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_newQML_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/RAND_AO_rugarchT_MY_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_rugarchT_MY_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_rugarchT_MY_m500_T1000_d5_h10_NAN.csv
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Sandbox/data/RAND_AO_rugarchT_model2_m500_T1000_d3_h10_NAN.csv
Sandbox/data/RAND_AO_rugarchT_model2_m500_T1000_d3_h5_NAN.csv
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Sandbox/data/RAND_AO_rugarchT_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_rugarchT_model4_m500_T1000_d5_h10_NAN.csv
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Sandbox/data/RAND_AO_rugarch_model1_m500_T1000_d3_h10_NAN.csv
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Sandbox/data/RAND_AO_rugarch_model2_m500_T1000_d3_h10_NAN.csv
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Sandbox/data/RAND_AO_rugarch_model4_m500_T1000_d3_h5_NAN.csv
Sandbox/data/RAND_AO_rugarch_model4_m500_T1000_d5_h10_NAN.csv
Sandbox/data/RAND_AO_rugarch_model4_m500_T1000_d5_h5_NAN.csv
Sandbox/data/rugarchMLE_model2_s10_m500_T1000.csv
Sandbox/data/rugarchMLE_model2_s20_m500_T1000.csv
Sandbox/data/rugarchMLE_model2_s5_m500_T1000.csv
Sandbox/plots/.DS_Store
Sandbox/plots/AO_BM1_rugarch_model1_m500_n1000_d3_h10.png
Sandbox/plots/AO_BM1_rugarch_model1_m500_n1000_d3_h5.png
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Sandbox/plots/AO_BM2_QML_rugarch_m500_n1000_d3_h5_NaN.png
Sandbox/plots/AO_BM2_QML_rugarch_model1_m500_n1000_d3_h10_NaN.png
Sandbox/plots/AO_BM2_QML_rugarch_model1_m500_n1000_d5_h10_NaN.png
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