API for TaoussD/EbEEMGARCH
Estimating MGARCH(1,1) model equation by equation
| Global functions | |
|---|---|
| EbEEMGARCH | Man page |
| GarchCCC.sim | Man page |
| GarchDCC.sim | Man page |
| InvSqrt | Man page |
| MSD.CCC.EbEE | Man page |
| MSD.DCC.EbEE | Man page |
| Sqrt | Man page |
| VaR.FHS | Man page |
| VaR.Spherical | Man page |
| estim.Markowitz | Man page |
| estimCCC.EbEE | Man page |
| estimDCC.EbEE | Man page |
| inv.vech0 | Man page |
| residuals_DCC | Man page |
| vech0 | Man page |
