Files in EchoRLiu/robustGarch

Robust Garch(1,1) Model

.DS_Store

.Rbuildignore

.Rproj.user/37907A28/build_options

.Rproj.user/37907A28/sources/prop/889F8849

.Rproj.user/37907A28/sources/prop/8E7896D5

.Rproj.user/37907A28/sources/prop/D108D6C9

.Rproj.user/37907A28/sources/prop/F430DFBC

.Rproj.user/37907A28/sources/prop/F5E30429

.Rproj.user/37907A28/sources/prop/INDEX

.Rproj.user/shared/notebooks/patch-chunk-names

.Rproj.user/shared/notebooks/paths

.gitignore

DESCRIPTION

MISC/todolist.md

NAMESPACE

R/.DS_Store

R/data.R R/rg-infomat.R R/rg-package.R R/rg-plots.R R/rg-robGarch.R R/rg-summary.R

R/sysdata.rda

README.md

data/.DS_Store

data/AO_BM2_MY_m500_T1000_d3_h10.csv

data/AO_BM2_MY_m500_T1000_d3_h5.csv

data/AO_BM2_MY_m500_T1000_d5_h10.csv

data/AO_BM2_MY_m500_T1000_d5_h5.csv

data/AO_BM2_model1_m500_T1000_d3_h10.csv

data/AO_BM2_model1_m500_T1000_d3_h10_NAN.csv

data/AO_BM2_model1_m500_T1000_d3_h5.csv

data/AO_BM2_model1_m500_T1000_d3_h5_NAN.csv

data/AO_BM2_model1_m500_T1000_d5_h10_NAN.csv

data/AO_BM2_model1_m500_T1000_d5_h5.csv

data/AO_BM2_model1_m500_T1000_d5_h5_NAN.csv

data/AO_BM2_model2_m500_T1000_d3_h10_NAN.csv

data/AO_BM2_model2_m500_T1000_d3_h5_NAN.csv

data/AO_BM2_model2_m500_T1000_d5_h10_NAN.csv

data/AO_BM2_model2_m500_T1000_d5_h5_NAN.csv

data/AO_BMEstimator1_MY_m500_T1000_d3_h5.csv

data/AO_BMEstimator1_model1_m1000_T500_d5_h5.csv

data/AO_BMEstimator1_model1_m500_T1000_d3_h10.csv

data/AO_BMEstimator1_model1_m500_T1000_d3_h5.csv

data/AO_BMEstimator1_model1_m500_T1000_d5_h10.csv

data/AO_BMEstimator1_model1_m500_T500_d3_h10.csv

data/AO_BMEstimator1_model1_m500_T500_d3_h5.csv

data/AO_BMEstimator1_model1_m500_T500_d5_h10.csv

data/AO_BMEstimator1_model1_m500_T500_d5_h5.csv

data/AO_MSE_BM1_rugarch_MY_m500_T1000_d3_h5.csv

data/AO_MSE_BM2_rugarch_MY_m500_T1000_d5_h5.csv

data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h10.csv

data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h5.csv

data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h10.csv

data/AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h5.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h10.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h10_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h5.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h5_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h10_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h5.csv

data/AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h5_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d3_h10_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d3_h5_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d5_h10_NAN.csv

data/AO_MSE_BM2_rugarch_QML_model2_m500_T1000_d5_h5_NAN.csv

data/AO_QML_MY_m500_T1000_d3_h10.csv

data/AO_QML_MY_m500_T1000_d3_h5.csv

data/AO_QML_MY_m500_T1000_d5_h10.csv

data/AO_QML_MY_m500_T1000_d5_h5.csv

data/AO_QML_model1_m500_T1000_d3_h10.csv

data/AO_QML_model1_m500_T1000_d3_h10_NAN.csv

data/AO_QML_model1_m500_T1000_d3_h5.csv

data/AO_QML_model1_m500_T1000_d3_h5_NAN.csv

data/AO_QML_model1_m500_T1000_d5_h10_NAN.csv

data/AO_QML_model1_m500_T1000_d5_h5.csv

data/AO_QML_model1_m500_T1000_d5_h5_NAN.csv

data/AO_QML_model2_m500_T1000_d3_h10_NAN.csv

data/AO_QML_model2_m500_T1000_d3_h5_NAN.csv

data/AO_QML_model2_m500_T1000_d5_h10_NAN.csv

data/AO_QML_model2_m500_T1000_d5_h5_NAN.csv

data/AO_rugarch_MY_m500_T1000_d3_h10.csv

data/AO_rugarch_MY_m500_T1000_d3_h5.csv

data/AO_rugarch_MY_m500_T1000_d5_h10.csv

data/AO_rugarch_MY_m500_T1000_d5_h5.csv

data/AO_rugarch_model1_m1000_T500_d5_h5.csv

data/AO_rugarch_model1_m500_T1000_d3_h10.csv

data/AO_rugarch_model1_m500_T1000_d3_h10_NAN.csv

data/AO_rugarch_model1_m500_T1000_d3_h5.csv

data/AO_rugarch_model1_m500_T1000_d3_h5_NAN.csv

data/AO_rugarch_model1_m500_T1000_d5_h10.csv

data/AO_rugarch_model1_m500_T1000_d5_h10_NAN.csv

data/AO_rugarch_model1_m500_T1000_d5_h5.csv

data/AO_rugarch_model1_m500_T1000_d5_h5_NAN.csv

data/AO_rugarch_model1_m500_T500_d3_h10.csv

data/AO_rugarch_model1_m500_T500_d3_h5.csv

data/AO_rugarch_model1_m500_T500_d5_h10.csv

data/AO_rugarch_model1_m500_T500_d5_h5.csv

data/AO_rugarch_model2_m500_T1000_d3_h10_NAN.csv

data/AO_rugarch_model2_m500_T1000_d3_h5_NAN.csv

data/AO_rugarch_model2_m500_T1000_d5_h10_NAN.csv

data/AO_rugarch_model2_m500_T1000_d5_h5_NAN.csv

data/MEstimator_model2_s10_m500_T1000.csv

data/MEstimator_model2_s20_m500_T1000.csv

data/MEstimator_model2_s5_m500_T1000.csv

data/MSE---Norm_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_NAN.csv

data/MSE---Norm_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_NAN.csv

data/MSE---Norm_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d3_h10_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d3_h5_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d5_h10_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_MY_m500_T1000_d5_h5_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d5_h5_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d3_h10_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d3_h5_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d5_h10_NAN.csv

data/MSE---RAND_AO_BM2_rugarchT_rugarch_newQML_M2_model4_m500_T1000_d5_h5_NAN.csv

data/Norm_BM2_MY_m500_T1000_NAN.csv

data/Norm_BM2_model2_m500_T1000_NAN.csv

data/Norm_BM2_model4_m500_T1000_NAN.csv

data/Norm_M2_MY_m500_T1000_NAN.csv

data/Norm_M2_model2_m500_T1000_NAN.csv

data/Norm_M2_model4_m500_T1000_NAN.csv

data/Norm_newQML_MY_m500_T1000_NAN.csv

data/Norm_newQML_model2_m500_T1000_NAN.csv

data/Norm_newQML_model4_m500_T1000_NAN.csv

data/Norm_rugarchT_MY_m500_T1000_NAN.csv

data/Norm_rugarchT_model2_m500_T1000_NAN.csv

data/Norm_rugarchT_model4_m500_T1000_NAN.csv

data/Norm_rugarch_MY_m500_T1000_NAN.csv

data/Norm_rugarch_model2_m500_T1000_NAN.csv

data/Norm_rugarch_model4_m500_T1000_NAN.csv

data/RAND_AO_BM2_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_BM2_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_BM2_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_BM2_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_BM2_model1_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_BM2_model1_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_BM2_model1_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_BM2_model1_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_BM2_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_BM2_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_BM2_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_BM2_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_BM2_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_BM2_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_BM2_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_M2_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_M2_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_M2_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_M2_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_M2_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_M2_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_M2_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_M2_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_M2_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_M2_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_M2_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_QML_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_M2_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_model4_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarchT_rugarch_newQML_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_MSE_BM2_rugarch_QML_model1_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_QML_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_QML_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_QML_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_QML_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_QML_model1_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_QML_model1_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_QML_model1_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_QML_model1_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_QML_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_QML_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_QML_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_QML_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_QML_model4_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_QML_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_QML_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_QML_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_newQML_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_newQML_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_newQML_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_newQML_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_newQML_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_newQML_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_newQML_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_newQML_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_newQML_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_newQML_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_newQML_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarchT_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_rugarchT_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarchT_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarchT_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarchT_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_rugarchT_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarchT_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarchT_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarchT_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarchT_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarchT_model4_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarch_MY_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_rugarch_MY_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarch_MY_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarch_MY_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarch_model1_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_rugarch_model1_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarch_model1_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarch_model1_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarch_model2_m500_T1000_d3_h10_NAN.csv

data/RAND_AO_rugarch_model2_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarch_model2_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarch_model2_m500_T1000_d5_h5_NAN.csv

data/RAND_AO_rugarch_model4_m500_T1000_d3_h5_NAN.csv

data/RAND_AO_rugarch_model4_m500_T1000_d5_h10_NAN.csv

data/RAND_AO_rugarch_model4_m500_T1000_d5_h5_NAN.csv

data/rtn.rda

data/rugarchMLE_model2_s10_m500_T1000.csv

data/rugarchMLE_model2_s20_m500_T1000.csv

data/rugarchMLE_model2_s5_m500_T1000.csv

man/.DS_Store

man/GSPC.Rd man/rg-robGarch.Rd man/rg-summary.Rd man/robustGarch-package.Rd

plots/.DS_Store

plots/AO_BM1_rugarch_model1_m500_n1000_d3_h10.png

plots/AO_BM1_rugarch_model1_m500_n1000_d3_h5.png

plots/AO_BM1_rugarch_model1_m500_n1000_d5_h10.png

plots/AO_BM1_rugarch_model1_m500_n1000_d5_h5.png

plots/AO_BM1_rugarch_model1_m500_n500_d3_h10.png

plots/AO_BM1_rugarch_model1_m500_n500_d5_h10.png

plots/AO_BM1_rugarch_model1_m500_n500_d5_h5.png

plots/AO_BM2_QML_rugarch_m500_n1000_d3_h5_NaN.png

plots/AO_BM2_QML_rugarch_model1_m500_n1000_d3_h10_NaN.png

plots/AO_BM2_QML_rugarch_model1_m500_n1000_d5_h10_NaN.png

plots/AO_BM2_QML_rugarch_model1_m500_n1000_d5_h5_NaN.png

plots/AO_BM2_QML_rugarch_model2_m500_n1000_d3_h10_NaN.png

plots/AO_BM2_QML_rugarch_model2_m500_n1000_d3_h5_NaN.png

plots/AO_BM2_QML_rugarch_model2_m500_n1000_d5_h10_NaN.png

plots/AO_BM2_QML_rugarch_model2_m500_n1000_d5_h5_NaN.png

plots/AO_BM2_rugarch_MY_m500_n1000_d3_h5.png

plots/AO_BM2_rugarch_MY_m500_n1000_d5_h5.png

plots/AO_BM2_rugarch_QML_MY_m500_n1000_d3_h10.png

plots/AO_BM2_rugarch_QML_MY_m500_n1000_d3_h5.png

plots/AO_BM2_rugarch_QML_MY_m500_n1000_d5_h10.png

plots/AO_BM2_rugarch_QML_MY_m500_n1000_d5_h5.png

plots/AO_BM2_rugarch_QML_model1_m500_n1000_d3_h10.png

plots/AO_BM2_rugarch_QML_model1_m500_n1000_d3_h5.png

plots/AO_BM2_rugarch_QML_model1_m500_n1000_d5_h5.png

plots/AO_BM_rugarch_model1_m500_n500_d3_h5.png

plots/EIF_BM1_m1_n1000_1series-2.jpeg

plots/EIF_BM1_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_BM1_m1_n1000_1series-3.jpeg

plots/EIF_BM1_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_BM1_m1_n1000_1series.jpeg

plots/EIF_BM1_m1_n1000_1series_rugarch.jpeg

plots/EIF_BM1_m1_n1000_m250.jpeg

plots/EIF_BM1_m2_n1000_1series_rugarch.jpeg

plots/EIF_M1_m1_n1000_1series-2.jpeg

plots/EIF_M1_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_M1_m1_n1000_1series-3.jpeg

plots/EIF_M1_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_M1_m1_n1000_1series.jpeg

plots/EIF_M1_m1_n1000_1series_rugarch.jpeg

plots/EIF_M1_m1_n1000_m250.jpeg

plots/EIF_M1_m2_n1000_1series_rugarch.jpeg

plots/EIF_QML_m1_n1000_1series-2.jpeg

plots/EIF_QML_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_QML_m1_n1000_1series-3.jpeg

plots/EIF_QML_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_QML_m1_n1000_1series.jpeg

plots/EIF_QML_m1_n1000_1series_rugarch.jpeg

plots/EIF_QML_m1_n1000_m250.jpeg

plots/EIF_QML_m2_n1000_1series_rugarch.jpeg

plots/EIF_alpha&beta_m1_n1000_1series-2.jpeg

plots/EIF_alpha&beta_m1_n1000_1series-3.jpeg

plots/EIF_alpha&beta_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_alpha&beta_m1_n1000_1series.jpeg

plots/EIF_alpha&beta_m1_n1000_1series_rugarch.jpeg

plots/EIF_alpha&beta_m1_n1000_m50.jpeg

plots/EIF_alpha&beta_m2_n1000_1series_rugarch.jpeg

plots/EIF_alpha&beta_m2_n1000_m50.jpeg

plots/EIF_alpha&betam1_n1000_1series-2_rugarch.jpeg

plots/EIF_alpha0_m1_n1000_m250.jpeg

plots/EIF_alpha0_m250_n1000.jpeg

plots/EIF_alpha1_m250_n1000.jpeg

plots/EIF_alphaBeta_m1_n1000_m250.jpeg

plots/EIF_alpha_m1_n1000_1series-2.jpeg

plots/EIF_alpha_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_alpha_m1_n1000_1series-3.jpeg

plots/EIF_alpha_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_alpha_m1_n1000_1series.jpeg

plots/EIF_alpha_m1_n1000_1series_rugarch.jpeg

plots/EIF_alpha_m1_n1000_m250.jpeg

plots/EIF_alpha_m1_n1000_m50.jpeg

plots/EIF_alpha_m2_n1000_1series_rugarch.jpeg

plots/EIF_alpha_m2_n1000_m50.jpeg

plots/EIF_beta1_m250_n1000.jpeg

plots/EIF_beta_m1_n1000_1series-2.jpeg

plots/EIF_beta_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_beta_m1_n1000_1series-3.jpeg

plots/EIF_beta_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_beta_m1_n1000_1series.jpeg

plots/EIF_beta_m1_n1000_1series_rugarch.jpeg

plots/EIF_beta_m1_n1000_m250.jpeg

plots/EIF_beta_m1_n1000_m50.jpeg

plots/EIF_beta_m2_n1000_1series_rugarch.jpeg

plots/EIF_beta_m2_n1000_m50.jpeg

plots/EIF_gamma_m1_n1000_1series-2.jpeg

plots/EIF_gamma_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_gamma_m1_n1000_1series-3.jpeg

plots/EIF_gamma_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_gamma_m1_n1000_1series.jpeg

plots/EIF_gamma_m1_n1000_1series_rugarch.jpeg

plots/EIF_gamma_m1_n1000_m250.jpeg

plots/EIF_gamma_m1_n1000_m50.jpeg

plots/EIF_gamma_m2_n1000_1series_rugarch.jpeg

plots/EIF_gamma_m2_n1000_m50.jpeg

plots/EIF_rugarch_m1_n1000_1series-2_rugarch.jpeg

plots/EIF_rugarch_m1_n1000_1series-3.jpeg

plots/EIF_rugarch_m1_n1000_1series-3_rugarch.jpeg

plots/EIF_rugarch_m1_n1000_1series_rugarch.jpeg

plots/EIF_rugarch_m2_n1000_1series_rugarch.jpeg

plots/M1_vs_rugarch.jpeg

plots/MLE_rho_plot.png

plots/Norm_BM2_rugarchSTD_M2_QML_rugarch_MY_m500_n1000_NaN.png

plots/Norm_BM2_rugarchSTD_M2_QML_rugarch_model2_m500_n1000_NaN.png

plots/Norm_BM2_rugarchSTD_M2_QML_rugarch_model4_m500_n1000_NaN.png

plots/RAND_AO_BM2_QML_rugarch_MY_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_QML_rugarch_MY_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_QML_rugarch_MY_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_QML_rugarch_MY_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_QML_rugarch_model1_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_QML_rugarch_model1_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_QML_rugarch_model1_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_QML_rugarch_model1_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_newQML_rugarchT_rugarch_model4_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_newQML_rugarchT_rugarch_model4_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_MY_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_MY_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_MY_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_MY_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model2_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model2_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model2_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model2_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model4_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model4_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model4_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_rugarchSTD_M2_QML_rugarch_model4_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model2_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model2_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model2_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model4_m500_n1000_d3_h10_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model4_m500_n1000_d3_h5_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model4_m500_n1000_d5_h10_NaN.png

plots/RAND_AO_BM2_rugarchT_QML_rugarch_model4_m500_n1000_d5_h5_NaN.png

plots/RAND_AO_BM2_rugarchT_rugarch_QML_model2_m500_n1000_d5_h5_NaN.png

plots/ab_bp_robustGarch_rugarch_m1_n1000.jpeg

plots/ab_bp_robustGarch_rugarch_m1_n1000_.jpeg

plots/ab_bp_robustGarch_rugarch_m1_n500.jpeg

plots/ab_bp_robustGarch_rugarch_m1_n500_.jpeg

plots/ab_bp_robustGarch_rugarch_m2_n1000.jpeg

plots/ab_bp_robustGarch_rugarch_m2_n500.jpeg

plots/ab_bp_robustGarch_rugarch_m3_n1000.jpeg

plots/ab_bp_robustGarch_rugarch_m3_n500.jpeg

plots/ab_bp_robustGarch_rugarch_m4_n1000.jpeg

plots/ab_bp_robustGarch_rugarch_m4_n500.jpeg

plots/ab_bp_robustGarch_rugarch_m5_n1000.jpeg

plots/ab_bp_robustGarch_rugarch_m5_n500.jpeg

plots/actual_vs_estimate_robgarch_BM1.pdf plots/actual_vs_estimate_robgarch_M1.pdf plots/alexios_log_relative_error_robgarch_BM1.pdf

plots/boxplot_BMvsrugarchMLE_model2_m500_T500.png

plots/boxplot_MEstimator_rugarchMLE_model2_m500_T1000.png

plots/boxplot_MLE_model1_m500_T1000.jpeg

plots/boxplot_MLE_model1_m500_T500.jpeg

plots/boxplot_MLE_model2_m500_T1000.jpeg

plots/boxplot_MLE_model2_m500_T500.jpeg

plots/boxplot_MLE_model2_m500_T500_1000.jpeg

plots/boxplot_MLE_model2_m500_T500_1000.png

plots/boxplot_MLE_model4_m500_T500_1000.png

plots/boxplot_MLE_model4_m500_T500_T1000.jpeg

plots/boxplot_allModels_m500_T1000.jpeg

plots/boxplot_allModels_m500_T500.jpeg

plots/boxplot_model2_4_m500_T500_1000.png

plots/boxplots_model2_4_m500_T500_1000.jpeg

plots/bp_robGarch_rugarch_m2_n500.jpeg

plots/bp_robGarch_rugarch_model1_n1000.jpeg

plots/bp_robGarch_rugarch_model2_n1000.jpeg

plots/bp_robustGarch_allModels_model1_n1000.jpeg

plots/bp_robustGarch_rugarch_m1-5_n1000.jpeg

plots/bp_robustGarch_rugarch_m1-5_n500.jpeg

plots/bp_robustGarch_rugarch_m1_n1000.jpeg

plots/bp_robustGarch_rugarch_m1_n1000_.jpeg

plots/bp_robustGarch_rugarch_m1_n500.jpeg

plots/bp_robustGarch_rugarch_m2-5_n1000.jpeg

plots/bp_robustGarch_rugarch_m2-5_n500.jpeg

plots/bp_robustGarch_rugarch_m2_n1000.jpeg

plots/bp_robustGarch_rugarch_m2_n500.jpeg

plots/bp_robustGarch_rugarch_m3_n1000.jpeg

plots/bp_robustGarch_rugarch_m3_n500.jpeg

plots/bp_robustGarch_rugarch_m4_n1000.jpeg

plots/bp_robustGarch_rugarch_m4_n500.jpeg

plots/bp_robustGarch_rugarch_m5_n1000.jpeg

plots/bp_robustGarch_rugarch_m5_n500.jpeg

plots/combinedPlots.jpeg

plots/correct_bp_rob_ru_m100_n500_model1.jpeg

plots/correct_bp_robustGarch_rugarch_m1_n1000.jpeg

plots/correct_bp_robustGarch_rugarch_m1_n500.jpeg

plots/correct_bp_robustGarch_rugarch_m2_n1000.jpeg

plots/correct_bp_robustGarch_rugarch_m2_n500.jpeg

plots/just_testing.jpeg

plots/log_relative_error_robgarch_BM1.pdf plots/log_relative_error_robgarch_M1.pdf

plots/rho_MLE.png

plots/robGarchBM1FIFTHplot.jpeg

plots/robGarchBM1FIRSTplot.jpeg

plots/robGarchBM1FOURTHplot.jpeg

plots/robGarchBM1SECONDplot.jpeg

plots/robGarchBM1THIRDplot.jpeg

plots/robustGarch_box_m1s2.jpeg

plots/robustGarch_mle_m1s10.jpeg

plots/robustGarch_mle_m1s14.jpeg

plots/robustGarch_mle_m1s19.jpeg

plots/robustGarch_mle_m1s5.jpeg

plots/robustGarch_mle_m1s7.jpeg

plots/robustGarch_mle_m2s10.jpeg

plots/robustGarch_mle_m2s14.jpeg

plots/robustGarch_mle_m2s5.jpeg

plots/robustGarch_mle_m2s7.jpeg

plots/robustGarch_rugarch_wo_std.pdf

plots/robustGarch_std_box_m1.jpeg

plots/robustGarch_std_box_m2.jpeg

plots/robustGarch_std_m100n2000.jpeg

plots/robustGarch_std_m1s1_boxplot.jpeg

plots/robustGarch_std_m1s3_box.jpeg

plots/robustGarch_std_m2s1_box.jpeg

plots/robustGarch_std_m2s2_box.jpeg

plots/robustGarch_std_m2s3_box.jpeg

plots/robustGarch_wo_std.pdf

plots/rugarchFIFTHplot.jpeg

plots/rugarchFIRSTplot.jpeg

plots/rugarchFOURTHplot.jpeg

plots/rugarchSECONDplot.jpeg

plots/rugarchTHIRDplot.jpeg

plots/rugarch_mle_m1q5.jpeg

plots/rugarch_mle_m1s10.jpeg

plots/rugarch_mle_m1s14.jpeg

plots/rugarch_mle_m1s19.jpeg

plots/rugarch_mle_m1s5.jpeg

plots/rugarch_mle_m1s7.jpeg

plots/rugarch_mle_m2s10.jpeg

plots/rugarch_mle_m2s14.jpeg

plots/rugarch_mle_m2s19.jpeg

plots/rugarch_mle_m2s5.jpeg

plots/rugarch_mle_m2s7.jpeg

plots/rugarch_robustGarch-QML.jpeg

plots/rugarch_robustGarch.jpeg

plots/rugarch_robustGarch_QML.jpeg

plots/tests_10_18_20_GNCMA.jpeg

plots/tests_10_18_20_g1v1.jpeg

plots/tests_10_18_20_g1v1_1.jpeg

plots/tests_10_18_20_g1v2.jpeg

plots/tests_10_18_20_g1v3.jpeg

plots/tests_10_18_20_g1v4.jpeg

plots/tests_10_18_20_g2v1.jpeg

plots/tests_10_18_20_g2v2.jpeg

plots/tests_10_18_20_g2v3.jpeg

plots/tests_10_18_20_g2v4.jpeg

plots/tests_10_18_20_g3v1.jpeg

plots/tests_10_18_20_g3v2.jpeg

plots/tests_10_18_20_g3v3.jpeg

plots/tests_10_18_20_g3v4.jpeg

plots/tests_10_18_20_g4v1.jpeg

plots/tests_10_18_20_g4v2.jpeg

plots/tests_10_18_20_g4v3.jpeg

plots/tests_10_18_20_g4v4.jpeg

plots/tests_10_18_20_g5v1.jpeg

plots/tests_10_18_20_g5v2.jpeg

plots/tests_10_18_20_g5v3.jpeg

plots/tests_10_18_20_g5v4.jpeg

plots/tests_10_18_20_sp500.jpeg

robustGarch.Rproj

tests/testthat.R tests/testthat/test-rg-mest.R

vignettes/.DS_Store

vignettes/.gitignore

vignettes/robustGarch-vignette.Rmd

vignettes/robustGarch_Vignette.lyx

vignettes/robustGarch_Vignette.pdf

EchoRLiu/robustGarch documentation built on Sept. 3, 2021, 8:25 p.m.