Man pages for TaoussD/EbEEMGARCH
Estimating MGARCH(1,1) model equation by equation
| ebeedcc | Estimation of DCC models, equation by equation |
| EbEEMGARCH | Homepage of the documentation |
| estim_ebee | Estimation of multivariate GARCH CCC equation by equation |
| garchdccsim | Simulation of a MGARCH(1,1) DCC semi-diagonal |
| InvSqrt | Generalized inverse of a square root of a symetric... |
| invvech0 | Inverse of vech0 operator |
| marko | Compute the assets' weights and the associated CVaR using... |
| mgarchsim | Simulation of a MGARCH(1,1) CCC-diagonal or semi-diagonal |
| msdccc | Compute mean and variance of estimators through Monte-Carlo... |
| msddcc | Compute mean and variance of estimators through Monte-Carlo... |
| residualsdcc | Residuals for MGARCH(1,1) DCC models |
| Sqrt | Square root of a symetric semi-definite positive matrix |
| varfhs | Compute CvaR using FHS method |
| varspherical | Compute CVaR when residuals have a spherical distribution |
| vech0 | vech0 operator |
