Man pages for JasonZhang2333/GarchMidas
GarchMidas

caculate_llhThis function finds the best K of an estimated GARCH-MIDAS...
epuStock returns and uncertainty index.
fit_GarchMidasThis function estimates a multiplicative mixed-frequency...
fuStock returns and uncertainty index.
muStock returns and uncertainty index.
plot_weighting_schemeThis function plots the weighting scheme of an estimated...
JasonZhang2333/GarchMidas documentation built on May 24, 2019, 9:52 a.m.