API for RasmusJensen96/VolatilityModelling
Work in progress volatility models for my personal usage
| Global functions | |
|---|---|
| Density_Gamma | Source code |
| Estimate_GARCH | Source code |
| Estimate_GJRGARCH | Source code |
| Estimate_Gamma_GAS | Source code |
| Estimate_MEM | Source code |
| Extract_LLH | Source code |
| Extract_LLH_MEM | Source code |
| GARCH11T_Filter | Source code |
| GARCH11_Filter | Source code |
| GARCHGauss_Simulate | Source code |
| GARCHHansenGenT_LLH | Source code |
| GASGAMMA_Filter | Source code |
| GJRGARCH11_Filter | Source code |
| GenStudT | Source code |
| LLH_GARCH11 | Source code |
| LLH_GARCH11T | Source code |
| LLH_GJRGARCH11 | Source code |
| MEM_Filter | Source code |
| StationarityConstr | Source code |
| StationarityConstrGJR | Source code |
| StationarityConstrT | Source code |
| hello | Man page |
| plot.FitModel | Source code |
